Estimating Extreme Correlation for the EVT-Type VaR-A Copula Approach

Journal

證券市場發展季刊

Journal Volume

17

Journal Issue

4

Pages

121-153

Date Issued

2006

Author(s)

李志偉(Chih-Wei Lee)

郭震坤(Cheng-Kun Kuo)

DOI

10.6529/RSFM.2005.17(4).4

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459078

URL

http://dx.doi.org/10.6529/RSFM.2005.17(4).4

Type

journal article