Copula conditional tail expectation for multivariate financial risks
Brahim, Brahimi, Fatah, Benatia, Djabrane, YahiaLanguage:
english
Journal:
Arab Journal of Mathematical Sciences
DOI:
10.1016/j.ajmsc.2017.10.002
Date:
November, 2017
File:
PDF, 360 KB
english, 2017