Record link: 
http://hdl.handle.net/20.500.12708/225583
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Title: 
A dynamic MoM copula model approach for market risk estimates
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Citation: 
Aussenegg, W., & Cech, C. (2025, September 12). A dynamic MoM copula model approach for market risk estimates [Conference Presentation]. 40th Workshop of the Austrian Working Group on Banking and Finance, Innsbruck, Austria.
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Publication Type: 
Presentation - Conference Presentation
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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): 
12-Sep-2025
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Event name: 
40th Workshop of the Austrian Working Group on Banking and Finance 
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Event date: 
12-Sep-2025 - 13-Sep-2025
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Event place: 
Innsbruck, Austria
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Keywords: 
copula; value-at-risk; method of moments; market risk estimates; portfolio dimension
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Later published as: 
10.21314/JOR.2025.004
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Research Areas: 
Mathematical Methods in Economics: 50%
Mathematical and Algorithmic Foundations: 50%
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Science Branch: 
1020 - Informatik: 30%
5020 - Wirtschaftswissenschaften: 60%
2119 - Sonstige Technische Wissenschaften: 10%
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Appears in Collections:
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