Bivariate value-at-risk

Authors
Arbia, Giuseppe
Citation
Giuseppe Arbia, Bivariate value-at-risk, Statistica, 62(2), 2002, pp. 231-247
Journal title
Statistica
ISSN journal
0390590X → ACNP
Volume
62
Issue
2
Year of publication
2002
Pages
231 - 247
Database
ESSPER
SICI code
0390-590X(2002)62:2<231:BV>2.0.ZU;2-T