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| Title: | Portfolio tail risk : a multivariate extreme value theory approach | Authors: | Božović, Miloš   |
Issue Date: | 2020 | Publication: | Entropy | ISSN: | 1099-4300 Entropy: international and interdisciplinary journal of entropy and information studies Search Idenfier |
Type: | Article | Collation: | vol. 22 br. 12 str. 1425 (20 str.) | DOI: | 10.3390/e22121425 | WoS-ID: | 000602091800001 | Scopus-ID: | 2-s2.0-85097809316 | PMID: | 33348820 | PMCID: | PMC7767159 | URI: | https://enauka.gov.rs/handle/123456789/188977 https://phaidrabg.bg.ac.rs/o:28253 |
Metadata source: | Migracija | M-category: | 21M21 |
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