11573/1730378 - 2024 -
The Relationship Between ESG Scores and Value-at-Risk: A Vine Copula–GARCH Based Approach Demartis, Stefano; Rogo, Barbara - 01a Articolo in rivista
rivista: JOURNAL OF RISK AND FINANCIAL MANAGEMENT (Basel : MDPI
Oshawa : University of Ontario Institute of Technology.) pp. 1-16 - issn: 1911-8074 - wos: (0) - scopus: 2-s2.0-85210602108 (1)