On value at risk for foreign exchange rates -the copula approach

Acta Physica Polonica B

Volumn 37, Issue 11, 2006, Pages 3005-3015

  Jaworski, Piotr ^a  

^a UNIVERSITY OF WARSAW   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

DATA REDUCTION; ECONOMIC AND SOCIAL EFFECTS; MATHEMATICAL OPERATORS; RISK ASSESSMENT;

LOGARITHMIC RETURNS; POWER LAWS; VALUE AT RISK (VAR);

ECONOMICS;

EID: 33845542130     PISSN: 05874254     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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