Copula methods for evaluating relative tail forecasting performance

Autor:	León, Ángel, Ñíguez, Trino-Manuel
Zdroj:	The Journal of Risk Finance, 2021, Vol. 22, Issue 5, pp. 332-344.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/JRF-10-2020-0222 Zobrazit plný text záznamu