Mittnik, Stefan and Semmler, Willi
(2014):
VaR-implied tail-correlation matrices.
In: Economic Letters, Vol. 122, No. 1: pp. 69-73
| Item Type: | Journal article |
|---|---|
| Faculties: | Mathematics, Computer Science and Statistics > Statistics Mathematics, Computer Science and Statistics > Statistics > Chairs/Working Groups > Chair of Financial Econometrics |
| Subjects: | 500 Science > 510 Mathematics |
| Language: | English |
| Item ID: | 31507 |
| Date Deposited: | 19. Dec 2016, 14:05 |
| Last Modified: | 04. Nov 2020, 13:08 |
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