{"title":"Use of copulas for Value-at-Risk calculation and backtesting with an application to","authors":"Aianna Agosto, A. Mainini, Enrico Moretto","doi":"10.47473/2020rmm0039","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":296057,"journal":{"name":"Risk Management Magazine","volume":"25 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Risk Management Magazine","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.47473/2020rmm0039","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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