Estimation of VAR Using Copula and Extreme Value Theory

By Luiz Koodi Hotta, E. C. Lucas, H. P. Palaro. 2006

50 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/e978fbb230b6c6a5f1273955db07db8d8f50a933