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- Title:
Vine Copula based Portfolio Level Conditional Risk Measure Forecasting
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Sommer, Emanuel; Bax, Karoline; Czado, Claudia
- Non-TUM Co-author(s):
- nein
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- Econometrics and Statistics
- Journal listet in FT50 ranking:
- nein
- 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
- Judgement review:
- None
- Key publication:
- Nein
- Peer reviewed:
- Ja
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
- Ethics and Sustainability:
- Ja
- SDG:
- ;
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