Stress testing with Student's t dependence

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Place of Publication	onbekend
Publisher	Erasmus Research Institute of Management (ERIM)
Number of pages	35
Edition	Report Series in Management 2003-056FA
Publication status	Published - 2003

Series	Report Series in Management
Volume	2003-056FA

Research programs

@book{8a3ebd601dac44de85fb0e260a2e30e0,

title = "Stress testing with Student's t dependence",

author = "Erik Kole and Koedijk, {CG (Kees)} and Marno Verbeek",

year = "2003",

language = "Undefined/Unknown",

series = "Report Series in Management",

publisher = "Erasmus Research Institute of Management (ERIM)",

address = "Netherlands",

edition = "Report Series in Management 2003-056FA",

}