Efficiency gains in value-at-risk and expected shortfall estimation by using copulas and full maximum likelihood
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Communications in Statistics: Simulation and Computation – Forthcoming
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Communications in Statistics: Simulation and Computation – Forthcoming
Matysková, L., & A. Montes
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The Review of Economics and Statistics – Forthcoming
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Journal of the Spanish Economic Association – Forthcoming
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Bulletin of Economic Research – Forthcoming
Albarrán, P., Hidalgo-Hidalgo, M. & I. Iturbe-Ormaetxe
Journal of the Spanish Economic Association – Forthcoming
Bertoli S. , Gautrain.E & E. Murard
Economic Development and Cultural Change – Forthcoming