1

Estimation of VaR Using Copula and Extreme Value Theory

Year:
2006
Language:
english
File:
PDF, 219 KB
english, 2006
2

Hedge Fund Returns

Year:
2005
Language:
english
File:
PDF, 102 KB
english, 2005
3

Using Conditional Copula to Estimate Value at Risk

Year:
2004
Language:
english
File:
PDF, 735 KB
english, 2004