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Systemic risk among European banks : a copula approach
Kleinow, Jacob, (2016)
Contagion of the subprime financial crisis on frontier stock markets : a copula analysis
Mohti, Wahbeeah, (2019)
Dynamical volatility and correlation among US stock and treasury bond cash and futures markets in presence of financial crisis : a copula approach
Liu, Hsiang-Hsi, (2019)
Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor, (2013)
Copula parameter estimation : numerical considerations and implications for risk management
Weiß, Gregor, (2010)
Are copula-GoF-tests of any practical use? : empirical evidence for stocks, commodities and fx futures
Weiß, Gregor, (2011)