<div class="csl-bib-body">
<div class="csl-entry">Aussenegg, W., & Cech, C. (2025, September 12). <i>A dynamic MoM copula model approach for market risk estimates</i> [Conference Presentation]. 40th Workshop of the Austrian Working Group on Banking and Finance, Innsbruck, Austria.</div>
</div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/225583
-
dc.language.iso
en
-
dc.subject
copula
en
dc.subject
value-at-risk
en
dc.subject
method of moments
en
dc.subject
market risk estimates
en
dc.subject
portfolio dimension
en
dc.title
A dynamic MoM copula model approach for 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
Conference Presentation
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.id
C4
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Mathematical and Algorithmic Foundations
-
tuw.researchTopic.value
50
-
tuw.researchTopic.value
50
-
tuw.publication.orgunit
E330-04 - Forschungsbereich Finanzwirtschaft und Controlling
-
tuw.author.orcid
0000-0003-0779-8951
-
tuw.author.orcid
0009-0009-8181-8114
-
tuw.event.name
40th Workshop of the Austrian Working Group on Banking and Finance
en
tuw.event.startdate
12-09-2025
-
tuw.event.enddate
13-09-2025
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Innsbruck
-
tuw.event.country
AT
-
tuw.event.presenter
Cech, Christian
-
dc.relation.ispreviousversionof
10.21314/JOR.2025.004
-
tuw.event.track
Single Track
-
wb.sciencebranch
Informatik
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Sonstige Technische Wissenschaften
-
wb.sciencebranch.oefos
1020
-
wb.sciencebranch.oefos
5020
-
wb.sciencebranch.oefos
2119
-
wb.sciencebranch.value
30
-
wb.sciencebranch.value
60
-
wb.sciencebranch.value
10
-
item.grantfulltext
none
-
item.fulltext
no Fulltext
-
item.cerifentitytype
Publications
-
item.openairecristype
http://purl.org/coar/resource_type/c_18cp
-
item.languageiso639-1
en
-
item.openairetype
conference paper not in proceedings
-
crisitem.author.dept
E330-04 - Forschungsbereich Finanzwirtschaft und Controlling
-
crisitem.author.dept
University of Applied Sciences BFI Vienna, Austria
