Correlation and dependency in risk management:properties and pitfalls
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Standard
Correlation and dependency in risk management:properties and pitfalls. / Straumann, Daniel Yannik.
Risk management: value at risk and beyond. Cambridge University Press, 2001. p. ?.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Harvard
Straumann, DY 2001, Correlation and dependency in risk management:properties and pitfalls. in Risk management: value at risk and beyond. Cambridge University Press, pp. ?.
APA
Straumann, D. Y. (2001). Correlation and dependency in risk management:properties and pitfalls. In Risk management: value at risk and beyond (pp. ?). Cambridge University Press.
Vancouver
Straumann DY. Correlation and dependency in risk management:properties and pitfalls. In Risk management: value at risk and beyond. Cambridge University Press. 2001. p. ?
Author
Bibtex
@inbook{23cb1fb074c711dbbee902004c4f4f50,
title = "Correlation and dependency in risk management:properties and pitfalls",
abstract = "Risk management",
author = "Straumann, {Daniel Yannik}",
year = "2001",
language = "English",
pages = "?",
booktitle = "Risk management: value at risk and beyond",
publisher = "Cambridge University Press",
address = "United Kingdom",
}
RIS
TY - CHAP
T1 - Correlation and dependency in risk management:properties and pitfalls
AU - Straumann, Daniel Yannik
PY - 2001
Y1 - 2001
N2 - Risk management
AB - Risk management
M3 - Book chapter
SP - ?
BT - Risk management: value at risk and beyond
PB - Cambridge University Press
ER -
ID: 163263