Matthias R. Fengler

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Monte Carlo Simulation

Top Venues

Comput. Stat. Data Anal.

Publications

Matthias R. Fengler, Ostap Okhrin
Managing risk with a realized copula parameter. Comput. Stat. Data Anal. 100 (2016)