THE RISK MODELING EVALUATION HANDBOOKсборник

Статьи, опубликованные в сборнике

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• • 2010 Copula-VAR and Copula-VAR-GARCH Modelling: Dangers for Value at Risk and Impulse Response Functions
  • Bianchi Carluccio, De_Giuli Maria Elena, Maggi Mario, Fantazzini Dean
  • в сборнике THE RISK MODELING EVALUATION HANDBOOK, издательство McGraw-Hill] ([New York, United States), с. 321-338
• • 2010 Copula-VAR and Copula-VAR-GARCH Modelling: Dangers for Value at Risk and Impulse Response Functions
  • Bianchi Carluccio, De Giuli Maria Elena, Maggi Mario, Fantazzini Dean
  • в сборнике THE RISK MODELING EVALUATION HANDBOOK, издательство McGraw-Hill] ([New York, United States), с. 321-338
• • 2010 Small-Samples and EVT Estimators for Computing Risk Measures: Simulation and Empirical Evidences
  • Kudrov Alexander, Fantazzini Dean
  • в сборнике THE RISK MODELING EVALUATION HANDBOOK, издательство McGraw-Hill] ([New York, United States), с. 339-361