The crash-NIG copula model : risk measurement and management of credit portfolios
Anna Schlösser; Rudi Zagst
| Year of publication: |
2011
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|---|---|
| Authors: | Schlösser, Anna ; Zagst, Rudi |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 24167885. - Vol. 4.2010/11, 4, p. 392-418
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009883703