Mathware & soft computing, Tome 15 (2008) no. 1
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Jaworski , P. Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.. Mathware & soft computing, Tome 15 (2008) no. 1. http://geodesic.mathdoc.fr/item/MSC_2008_2008_1_a6/
@article{MSC_2008_2008_1_a6,
author = {Jaworski , P.},
title = {Bounds for {Value} at {Risk} - {The} {Approach} {Based} on {Copulas} with {Homogeneous} {Tails.}},
journal = {Mathware & soft computing},
pages = {113-124},
year = {2008},
volume = {15},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/MSC_2008_2008_1_a6/}
}
TY - JOUR
AU - Jaworski , P.
TI - Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.
JO - Mathware & soft computing
PY - 2008
SP - 113
EP - 124
VL - 15
IS - 1
UR - http://geodesic.mathdoc.fr/item/MSC_2008_2008_1_a6/
LA - en
ID - MSC_2008_2008_1_a6
ER -
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%T Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.
%J Mathware & soft computing
%D 2008
%P 113-124
%V 15
%N 1
%U http://geodesic.mathdoc.fr/item/MSC_2008_2008_1_a6/
%G en
%F MSC_2008_2008_1_a6