Work

VaR in High Dimensional Systems – a Conditional Correlation Approach

Year: 2008

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-540-69179-2_4

Authors: Helmut Herwartz, Bruno Pedrinha

Institution: Christian-Albrechts-Universität zu Kiel

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W253433325

FWCI:

Cites: 53

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Related to: 10