BibTeX record journals/cssc/XingGLY20

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@article{DBLP:journals/cssc/XingGLY20,
  author       = {Guo{-}Dong Xing and
                  Xiaoli Gan and
                  Xiaohu Li and
                  Shanchao Yang},
  title        = {On the asymptotics of value-at-risk for portfolio loss under bivariate
                  Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails},
  journal      = {Commun. Stat. Simul. Comput.},
  volume       = {49},
  number       = {9},
  pages        = {2462--2471},
  year         = {2020},
  url          = {https://doi.org/10.1080/03610918.2018.1520873},
  doi          = {10.1080/03610918.2018.1520873},
  timestamp    = {Mon, 16 Nov 2020 08:57:37 +0100},
  biburl       = {https://dblp.org/rec/journals/cssc/XingGLY20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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