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VAR for VaR
measuring tail dependence using multivariate regression qua... Working paper series / European Central Bank ; 1814
White, Halbert
, 2015
Link:
http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1814.en.p..
RT Book, Whole T1 <Title>VAR for VaR</Title> : <SubTitle>measuring tail dependence using multivariate regression quantiles</SubTitle> UL https://suche.suub.uni-bremen.de/peid=B82907685&Exemplar=1&LAN=DE A1 White, Halbert PB European Central Bank PP Frankfurt am Main YR 2015 NO Online-Ressource (48 S.) : graph. Darst. T3 Working paper series / European Central Bank ; 1814 SN 9789289916271 VO 1814 LK http://hdl.handle.net/10419/154247 DO http://hdl.handle.net/10419/154247 LK http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1814.en.pdf SF ELIB - SuUB Bremen
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