Multivariate Distribution Model for Financial Risks Management

Józef Korbicz, Petro Bidyuk, Nataliia Kuznietsova, Arsenii Kroptya, Oleksandr Terentiev, Tetyana Prosiankina-Zharova. Multivariate Distribution Model for Financial Risks Management. In Tetiana Hovorushchenko, Algirdas Pakstas, Vladimir Vychuzhanin, Hang Yin, Nickolay Rudnichenko, editors, Proceedings of the 9th International Conference "Information Control Systems & Technologies", Odessa, Ukraine, September 24-26, 2020. Volume 2711 of CEUR Workshop Proceedings, pages 416-429, CEUR-WS.org, 2020. [doi]

@inproceedings{KorbiczBKKTP20,
  title = {Multivariate Distribution Model for Financial Risks Management},
  author = {Józef Korbicz and Petro Bidyuk and Nataliia Kuznietsova and Arsenii Kroptya and Oleksandr Terentiev and Tetyana Prosiankina-Zharova},
  year = {2020},
  url = {http://ceur-ws.org/Vol-2711/paper32.pdf},
  researchr = {https://researchr.org/publication/KorbiczBKKTP20},
  cites = {0},
  citedby = {0},
  pages = {416-429},
  booktitle = {Proceedings of the 9th International Conference "Information Control Systems & Technologies", Odessa, Ukraine, September 24-26, 2020},
  editor = {Tetiana Hovorushchenko and Algirdas Pakstas and Vladimir Vychuzhanin and Hang Yin and Nickolay Rudnichenko},
  volume = {2711},
  series = {CEUR Workshop Proceedings},
  publisher = {CEUR-WS.org},
}