Article Title
DOI
10.31390/cosa.9.1.08
Recommended Citation
Hakwa, Brice; Jäger-Ambrożewicz, Manfred; and Rüdiger, Barbara
(2015)
"Analysing systemic risk contribution using a closed formula for conditional value at risk through copula,"
Communications on Stochastic Analysis: Vol. 9:
No.
1, Article 8.
DOI: 10.31390/cosa.9.1.08
Available at:
https://repository.lsu.edu/cosa/vol9/iss1/8