Embrechts, P., McNeil, A. and Straumann, D. (2002) Correlation and dependence in risk managemant: properties and pitfalls. In: Dempster, M. and Mo#att, H.K. (Eds.) Risk Management: Value at Risk and Beyond. Cambridge University Press, Cambridge. Home/Search Document Not in Database Summary Related Articles |
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Embrechts, P., McNeil, A. and Straumann, D. (2002) Correlation and dependence in risk managemant: properties and pitfalls. In: Dempster, M. and Mo#att, H.K. (Eds.) Risk Management: Value at Risk and Beyond. Cambridge University Press, Cambridge.
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