Seung-Hwan Lee

Illinois Wesleyan University

P.O. Box 2900

Bloomington, IL 61702-2900

United States

SCHOLARLY PAPERS

1

DOWNLOADS

562

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Measuring Economic Capital: Value-at-Risk, Expected Shortfall and Copula Approach

Number of pages: 43 Posted: 13 May 2011
Jeungbo Shim, Seung-Hwan Lee and Richard D. MacMinn
Illinois Wesleyan University, Illinois Wesleyan University and National Chengchi University
Downloads 562 (62,796)

Abstract:

Loading...

Economic Capital, Value-at-Risk, Grouped t Copula