Record link: 
http://hdl.handle.net/20.500.12708/206308
-
Title: 
The accuracy of simple copula models in market risk estimates
en
Citation: 
Aussenegg, W., & Cech, C. (2024, April 4). The accuracy of simple copula models in market risk estimates [Presentation]. Research Seminar, Spain. http://hdl.handle.net/20.500.12708/206308
-
Publication Type: 
Presentation - Presentation
en
Language: 
English
-
Authors: 
Aussenegg, Wolfgang 
Cech, Christian 
-
Organisational Unit: 
E330-04 - Forschungsbereich Finanzwirtschaft und Controlling 
-
Date (published): 
4-Apr-2024
-
Event name: 
Research Seminar 
en
Event date: 
4-Apr-2024
-
Event place: 
Spain
-
Keywords: 
Mixed asset portfolio risk; Financial correlation; Copula; Method-of-moments; Value-at-Risk
en
Research Areas: 
Mathematical and Algorithmic Foundations: 100%
-
Science Branch: 
5020 - Wirtschaftswissenschaften: 100%
-
Appears in Collections:
Presentation

Show full item record

Page view(s)

32
checked on Dec 18, 2024

Google ScholarTM

Check