Stress testing with Student's t dependence

Erik Kole, CG (Kees) Koedijk, Marno Verbeek

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publicationonbekend
PublisherErasmus Research Institute of Management (ERIM)
Number of pages35
EditionReport Series in Management 2003-056FA
Publication statusPublished - 2003

Publication series

SeriesReport Series in Management

Research programs

  • RSM F&A

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