Nonlinear term structure dependence: Copula functions, empirics, and risk implications
Markus Junker, Alex Szimayer, Niklas Wagner
| Year of publication: |
2006
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|---|---|
| Authors: | Junker, Markus ; Szimayer, Alex ; Wagner, Niklas F. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 4, p. 1171-1199
|
| Subject: | Zinsstruktur | Yield curve | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003310246