Record link: 
http://hdl.handle.net/20.500.12708/206100
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Title: 
The accuracy of simple copula models in market risk estimates
en
Citation: 
Aussenegg, W., & Cech, C. (2024, July 2). The accuracy of simple copula models in market risk estimates [Conference Presentation]. Advances in Risk Modelling and Applications to Finance and Climate Risk 2024, Austria. http://hdl.handle.net/20.500.12708/206100
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Publication Type: 
Presentation - Conference Presentation
en
Language: 
English
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Authors: 
Aussenegg, Wolfgang 
Cech, Christian 
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Organisational Unit: 
E330-04 - Forschungsbereich Finanzwirtschaft und Controlling 
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Date (published): 
2-Jul-2024
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Event name: 
Advances in Risk Modelling and Applications to Finance and Climate Risk 2024 
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Event date: 
2-Jul-2024 - 3-Jul-2024
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Event place: 
Austria
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Keywords: 
Mixed asset portfolio risk; Financial correlation; Copula; Method-of-moments; Value-at-Risk
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Research Areas: 
Mathematical and Algorithmic Foundations: 100%
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Science Branch: 
5020 - Wirtschaftswissenschaften: 100%
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