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Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring

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Bibliographic Details
Main Authors:	Flores-Silva, Daniela I., Sordo, Miguel A., Suárez-Llorens, Alfonso
Format:	Preprint
Published:	2025
Subjects:	Risk Management Probability 91G70 (Primary), 62H05 (Secondary), 62P05(Secondary), 60E15 (Secondary)
Online Access:	Acceder al recurso
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