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.
Journal:
International Review of Financial Analysis

ISSN: 1057-5219

Year of publication: 2023

Volume: 86

Type: Article

DOI: 10.1016/J.IRFA.2023.102512 GOOGLE SCHOLAR lock_openOpen access editor

Sustainable development goals

Data source: Scopus