Ushbu ishga iqtibos qilgan ishlar

2 ta ish

Ish: ABI:AkademIndex/openalex/2026.other.926598

1. 41922 Modeling stock market index risk using a BVAR model with <i>α</i> -stable error distributions

   Jean Ltanwa, Didier Alain Njamen Njomen, Henri Claver Jimbo

   Bob20260 iqtibos

   ABIABI:AkademIndex/openalex/2026.chapter.000417

2. 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

   Bob20260 iqtibos

   ABIABI:AkademIndex/openalex/2026.chapter.000418