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The effect of the dependence structure on risk measures

Gurka Dezsőné Csizmás, Edit Margit and Kovács, Edith Alice (2021) The effect of the dependence structure on risk measures. GRADUS, 8 (3). pp. 157-171. ISSN 2064-8014

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Item Type: Article
Additional Information: EFOP-3.6.1-16-2016-00006 "The development and enhancement of the research potential at John von Neumann University"
Subjects: Q Science / természettudomány > QA Mathematics / matematika > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
SWORD Depositor: MTMT SWORD
Depositing User: MTMT SWORD
Date Deposited: 17 Dec 2021 14:40
Last Modified: 17 Dec 2021 14:40
URI: http://real.mtak.hu/id/eprint/134657

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