Nonlinear term structure dependence: Copula functions, empirics, and risk implications
| Year of publication: |
2006
|
|---|---|
| Authors: | Junker, Markus ; Szimayer, Alex ; Wagner, Niklas |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 4, p. 1171-1199
|
| Publisher: |
Elsevier |