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"Study on Portfolio La-VaR Analysis Based on Copula-Kernel Model."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Jianhui Yang, Bin Yang (2012)

Dagstuhl

Trier

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DOI: 10.1109/CIS.2012.102

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Jianhui Yang, Bin Yang:
Study on Portfolio La-VaR Analysis Based on Copula-Kernel Model. CIS 2012: 429-434

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last updated on 2023-03-23 23:58 CET by the dblp team

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