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Forecasting market risk of portfolios: copula-Markov switch..:
Segnon, Mawuli
;
Trede, Mark
The European Journal of Finance. 24 (2017) 14 - p. 1123-1143 , 2017
Link:
https://doi.org/10.1080/1351847x.2017.1400453
RT Journal T1
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_1351847x.2017.1400453&Exemplar=1&LAN=DE A1 Segnon, Mawuli A1 Trede, Mark PB Informa UK Limited YR 2017 SN 1351-847X SN 1466-4364 JF The European Journal of Finance VO 24 IS 14 SP 1123 OP 1143 LK http://dx.doi.org/https://doi.org/10.1080/1351847x.2017.1400453 DO https://doi.org/10.1080/1351847x.2017.1400453 SF ELIB - SuUB Bremen
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