Measuring Portfolio value-at-risk by a copula-evt based approach

Journal title STUDI ECONOMICI
Author/s Annalisa Di Clemente, Claudio Romano
Publishing Year 2011 Issue 2005/85
Language Italian Pages 29 P. File size 157 KB
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Annalisa Di Clemente, Claudio Romano, Measuring Portfolio value-at-risk by a copula-evt based approach in "STUDI ECONOMICI " 85/2005, pp , DOI: