Displaying 1 result from an estimated 1 matches for "tp3821566p3821566".
2011 Sep 18
2
calculating VAR of a (Gumbel) copula
...sue?
Best,
Iva
http://r.789695.n4.nabble.com/file/n3821566/SFEVaRHAC.r SFEVaRHAC.r
http://r.789695.n4.nabble.com/file/n3821566/GumHAC_VaR_PL_w250_n1000_s2500.txt
GumHAC_VaR_PL_w250_n1000_s2500.txt
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