Currency Exchange Portfolio Risk Estimation Using Copula-Based Value at Risk and Conditional Value at Risk.
| Autor: | Ismail, Isaudin1 isaudin@uthm.edu.my, Gan Yong Yee2 yongyee139@gmail.com, Aihua Zhang3 evaahzhang@uic.edu.cn, Haiyang Zhou4 s230202602@mail.uic.edu.cn |
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| Zdroj: | IAENG International Journal of Applied Mathematics. Sep2023, Vol. 53 Issue 3, p892-898. 7p. |
| Databáze: | Academic Search Ultimate |
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