Value-at-Risk Modeling with Conditional Copulas in Euclidean Space Framework.
European Journal of Pure and Applied Mathematics, Maryland, USA, v. 12, n. 1, p. 194–207, 2019. DOI:
10.29020/nybg.ejpam.v12i1.3347. Disponível em:
https://www.ejpam.com/index.php/ejpam/article/view/3347. Acesso em: 4 dec. 2024.