ARTICLEEstimation of the Value at Risk Using the Stochastic Approach of Taylor FormulaVini Yves Bernadin Loyara; Remi Guillaume Bagré; Diakarya BarroARTICLEValue-at-Risk Modeling with Conditional Copulas in Euclidean Space FrameworkVini Yves Bernadin Loyara, Diakarya BarroARTICLEMULTIVARIATE RISKS MODELING FOR FINANCIAL PORTFOLIO MANAGEMENT AND CLIMATE APPLICATIONSYves Bernadin Vini Loyara, Remi Guillaume Bagré and Diakarya Barro |