Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement

  1. González-Sánchez, M.
  2. Nave Pineda, J.M.
Revista:
International Review of Financial Analysis

ISSN: 1057-5219

Any de publicació: 2023

Volum: 86

Tipus: Article

DOI: 10.1016/J.IRFA.2023.102512 GOOGLE SCHOLAR lock_openAccés obert editor

Objectius de Desenvolupament Sostenible

Font de les dades: Scopus