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Estimating VaR Based on Copulas of the Price Risk in Inventory Financing.

Authors :
KANG, Liwei
HE, Juan
WANG, Jian
Source :
ICLEM 2010; 2010, p3798-3805, 8p
Publication Year :
2010

Details

Language :
English
ISBNs :
9780784411391
Database :
Complementary Index
Journal :
ICLEM 2010
Publication Type :
Conference
Accession number :
109506788
Full Text :
https://doi.org/10.1061/41139(387)529