Work

On Modeling Correlated Random Variables in Risk Assessment

Year: 1999

Type: article

Source: Risk Analysis

DOI: 10.1023/a:1007047014741

Author: Charles N. Haas

Institution: Drexel University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1994479646

FWCI: 2.714

Cites: 25

Cited by: 78

Related to: 10