id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ejpam-3347	Loyara, Vini Yves Bernadin; Barro, Diakarya	Value-at-Risk Modeling with Conditional Copulas in Euclidean Space Framework	2019	14	.pdf	application/pdf	4356	242	75	− pt‖ so C (u1, ..., un/wt) = ∣∣f−1 w (wt) ∣∣ ∥∥∥∥ ∂ ∂wt (V aRu (X/wt)) ∥∥∥∥ ‖Pt − pt‖ and if we take it the relation (11) 〈V aRu (X/wt) , Pt − pt〉 = 1 4 (∥∥∥ ∂ ∂wt (V aRu (X/wt)) + Then C (u1, ..., un/wt) = f−1 w (wt) 〈 ∂ ∂wt (V aRu (X/wt)) , (Pt − pt) 〉 (16) and where Pt = (p1,te zt,1 , ..., pn,te zn,1) , V aRu (X/wt) is a Value at risk of the X such that wt and ‖‖ euclidean norm and noted.	cache/ejpam-3347.pdf	txt/ejpam-3347.txt