Sign In
Username or Email
Password
Forgot your password?
R
Pubs
by RStudio
Sign in
Register
Построение портфеля с минимальным CVaR при помощи копула-GARCH модели
by Arsenii Lushchev
Last updated
over 4 years ago
Hide
Comments
(–)
Share
Hide Toolbars
×
Post on:
Twitter
Facebook
Google+
Or copy & paste this link into an email or IM: