Backtesting in Time Varying Extreme Value Copulas for Dependent Risks

Yildirim Külekci B., Kestel A. S., Karabey U.

Online International Conference inActuarial Science (OICA), Lyon, France, 28 - 29 April 2020, (Summary Text)

• Publication Type: Conference Paper / Summary Text
• City: Lyon
• Country: France
• Middle East Technical University Affiliated: Yes