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.
Aldizkaria:
International Review of Financial Analysis

ISSN: 1057-5219

Argitalpen urtea: 2023

Alea: 86

Mota: Artikulua

DOI: 10.1016/J.IRFA.2023.102512 GOOGLE SCHOLAR lock_openSarbide irekia editor

Garapen Iraunkorreko Helburuak

Datuen iturria: Scopus