Authors: BIGNOZZI, VALERIA, Mao, Tiantian, Wang, Bin, Wang, Ruodu
Contributors: Bignozzi, Valeria, Mao, Tiantian, Wang, Bin, Wang, Ruodu
Subject Terms: Value-at-Risk, Diversification ratio, Extreme value analysis, Asymptotics, Dependence uncertainty
File Description: STAMPA
Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000375570000001; volume:19; issue:2; firstpage:143; lastpage:170; numberofpages:28; journal:EXTREMES; http://hdl.handle.net/11573/871547; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-84973638673; http://link.springer.com/article/10.1007%2Fs10687-016-0245-5
