[Dependence P&E] CoVaR of families of copulas
- From: Durante Fabrizio <fabrizio.durante@xxxxxxxx>
- To: "'dependence@xxxxxxxxxxxxx'" <dependence@xxxxxxxxxxxxx>
- Date: Tue, 4 Oct 2016 06:52:41 +0000
CoVaR of families of copulas
by Mauro Bernardi, Fabrizio Durante and Piotr Jaworski
Statistics and Probability Letters 120, 8-17, 2017.
Link (free access): http://authors.elsevier.com/a/1Tpypc8azv1w9
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