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Details

Using the Grouped t-copula

Journal
Risk
ISSN
0952-8776
Type
journal article
Date Issued
2003-11-01
Author(s)
De Giorgi, Enrico  
;
Daul, Stéphane
;
McNeil, Alexander
;
Lindskog, Filip
Language
English
HSG Classification
contribution to scientific community
Refereed
Yes
Publisher
Incisive Media
Volume
16
Number
11
Start page
73
End page
76
Pages
4
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/69215
Subject(s)

economics

Division(s)

SEPS - School of Econ...

MS - Faculty of Mathe...

University of St.Gall...

Eprints ID
51196
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