The VAR Implementation Handbook, Chapter 13 - Value at Risk for High-Dimensional Portfolios

A Dynamic Grouped t-Copula Approach

Business & Finance, Finance & Investing, Investments & Securities
Big bigCover of The VAR Implementation Handbook, Chapter 13 - Value at Risk for High-Dimensional Portfolios

More books from McGraw-Hill Education

bigCover of the book Morgan and Mikhail's Clinical Anesthesiology Flashcards by
bigCover of the book AWS Certified SysOps Administrator Associate All-in-One-Exam Guide (Exam SOA-C01) by
bigCover of the book The Seven Rules of Wall Street: Crash-Tested Investment Strategies That Beat the Market by
bigCover of the book Financial Freedom with Super Trader EBOOK BUNDLE by
bigCover of the book Fearless Resumes: The Proven Method for Getting a Great Job Fast by
bigCover of the book Official TOEFL iBT® Tests Volume 1 2nd Edition (ebook) by
bigCover of the book CRCP Crystal Reports Certified Professional All-in-One by
bigCover of the book Schaum's Outline of Mechanical Vibrations by
bigCover of the book Applied Biofluid Mechanics by
bigCover of the book Upstarts!: How GenY Entrepreneurs are Rocking the World of Business and 8 Ways You Can Profit from Their Success by
bigCover of the book Morgan and Mikhail's Clinical Anesthesiology, 5th edition by
bigCover of the book All About Low Volatility Investing by
bigCover of the book The Sailor's Book of Small Cruising Sailboats : Reviews and Comparisons of 360 Boats Under 26 Feet: Reviews and Comparisons of 360 Boats Under 26 Feet by
bigCover of the book Schaum's Outline of Complex Variables, 2ed by
bigCover of the book Master the Wards: Obstetrics and Gynecology Flashcards by
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy