Katarzyna Kuziak. Vulnerability of Copula-VaR to Misspecification of Margins and Dependence Structure. In Berthold Lausen, Dirk Van den Poel, Alfred Ultsch, editors, Algorithms from and for Nature and Life - Classification and Data Analysis. Studies in Classification, Data Analysis, and Knowledge Organization, pages 387-395, Springer, 2013. [doi]
Abstract is missing.