Published: 05/03/2009

DOI: https://doi.org/10.12660/rbfin.v7n1.2009.1431
DOI: https://doi.org/10.12660/rbfin.v7n1.2009.1255

Local Estimation of Copula Based Value-at-Risk

Eduardo F. L. de Melo, Beatriz Vaz de Melo Mendes

29-50

DOI: https://doi.org/10.12660/rbfin.v7n1.2009.1426
DOI: https://doi.org/10.12660/rbfin.v7n1.2009.1427
DOI: https://doi.org/10.12660/rbfin.v7n1.2009.1428
DOI: https://doi.org/10.12660/rbfin.v7n1.2009.1429