"On Optimization of Copula-Based Extended Tail Value-at-Risk and its ..."

Bony Parulian Josaphat, Moch Fandi Ansori, Khreshna Syuhada (2021)

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DOI: 10.1109/ACCESS.2021.3106715

access: open

type: Journal Article

metadata version: 2022-01-08

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Bony Parulian Josaphat, Moch Fandi Ansori, Khreshna Syuhada:
On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk. IEEE Access 9: 122474-122485 (2021)

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