The dependency measures of commercial bank risks : using an optimal copula selection method based on non-parametric kernel density
Chenglu Jin, Rongda Chen, Diandian Cheng, Sitian Mo, Ke Yang
| Year of publication: |
2020
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|---|---|
| Authors: | Jin, Chenglu ; Chen, Rongda ; Cheng, Diandian ; Mo, Sitian ; Yang, Ke |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 37.2020, p. 1-9
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| Subject: | Commercial bank risks | Non-parametric kernel density | Optimal copula selection method | Tail dependency | Multivariate Verteilung | Multivariate distribution | Bankrisiko | Bank risk | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Bank | Risikomaß | Risk measure | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101706 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012485064