Measuring financial risks by calculating (VaR) and (ES) using Copulas | Amr Soliman

Measuring financial risks by calculating (VaR) and (ES) using Copulas

Citation:: Morgan, I. M., M. Y. Ahmed, and A. S. M. Soliman, "Measuring financial risks by calculating (VaR) and (ES) using Copulas", Journal of Management Accounting and Insurance, Faculty of Commerce, Cairo University, 2016.