<div class="csl-bib-body">
<div class="csl-entry">Aussenegg, W., & Cech, C. (2024, April 4). <i>The accuracy of simple copula models in market risk estimates</i> [Presentation]. Research Seminar, Spain. http://hdl.handle.net/20.500.12708/206308</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/206308
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dc.language.iso
en
-
dc.subject
Mixed asset portfolio risk
en
dc.subject
Financial correlation
en
dc.subject
Copula
en
dc.subject
Method-of-moments
en
dc.subject
Value-at-Risk
en
dc.title
The accuracy of simple copula models in market risk estimates
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.contributor.affiliation
University of Applied Sciences BFI Vienna, Austria
-
dc.type.category
Presentation
-
tuw.publication.invited
invited
-
tuw.researchTopic.id
C4
-
tuw.researchTopic.name
Mathematical and Algorithmic Foundations
-
tuw.researchTopic.value
100
-
tuw.publication.orgunit
E330-04 - Forschungsbereich Finanzwirtschaft und Controlling
-
tuw.event.name
Research Seminar
en
tuw.event.startdate
04-04-2024
-
tuw.event.enddate
04-04-2024
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.country
ES
-
tuw.event.institution
Department of Financial Economics and Accounting, Universidad Pablo de Olavide
-
tuw.event.presenter
Cech, Christian
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch.oefos
5020
-
wb.sciencebranch.value
100
-
item.languageiso639-1
en
-
item.openairetype
conference presentation
-
item.grantfulltext
none
-
item.fulltext
no Fulltext
-
item.cerifentitytype
Publications
-
item.openairecristype
http://purl.org/coar/resource_type/R60J-J5BD
-
crisitem.author.dept
E330-04 - Forschungsbereich Finanzwirtschaft und Controlling
