Change point detection for subprime crisis in American banking : from the perspective of risk dependence
Xiaoqian Zhu, Yongjia Xie, Jianping Li, Dengsheng Wu
| Year of publication: |
July 2015
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| Authors: | Zhu, Xiaoqian ; Xie, Yongjia ; Li, Jianping ; Wu, Dengsheng |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 38.2015, p. 18-28
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| Subject: | Subprime crisis | Risk dependence | Copula | Multiple change points | Unbalanced panel data | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis | Subprime-Krise | Subprime financial crisis | Multivariate Verteilung | Multivariate distribution | Risikomanagement | Risk management | Panel | Panel study | Bankrisiko | Bank risk | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2014.12.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011572332