RESEARCH PAPERS - Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: A multivariate nonparametric approach
| Year of publication: |
2011
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|---|---|
| Authors: | Gaisser, Sandra ; Memmel, Christoph ; Schmidt, Rafael ; Wehn, Carsten S |
| Published in: |
Journal of risk. - London : Incisive Media Plc, ISSN 1465-1211, ZDB-ID 14762602. - Vol. 14.2011, 1, p. 3-41
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