Georges Nguefack-Tsague

1 та иш

University of Yaoundé I

1. 1458 Value-at-risk and expected shortfall for a nonlinear portfolio with a mixture of dynamic copulas

   Boris Zourmba Tizi, Henri Claver Jimbo, Cyrille Audrey Nzotem Tchoumi +2

   Боб20260 иқтибос

   ABIABI:AkademIndex/openalex/2026.chapter.000418