–
Статьи в сборниках
-
- 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