authors
- TORRES DIAZ, RAUL ANDRES
- LILLO RODRIGUEZ, ROSA ELVIRA
- LANIADO RODAS, HENRY
A Directional Multivariate Value at Risk
Working Papers
Overview
publisher
publication date
- 2015
series title
- UC3M Working papers. Statistics and Econometrics
full text
series number
- 15-01
Classification
keywords
- multivariate risks; value at risk; directional aproach