- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Sommer, Emanuel; Bax, Karoline; Czado, Claudia
- Title:
- Vine Copula based Portfolio Level Conditional Risk Measure Forecasting
- Journal title:
- Econometrics and Statistics
- Year:
- 2023
- Fulltext / DOI:
- doi:10.1016/j.ecosta.2023.08.002
- Publisher:
- Elsevier BV
- E-ISSN:
- 2452-3062
- Date of publication:
- 01.08.2023
- BibTeX