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~person:"Lee, Seung-Hwan"
~subject:"USA"
~subject:"copula"
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copula
Multivariate Verteilung
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Lee, Seung-Hwan
Zimmer, David M.
7
Arellano, Manuel
4
Bonhomme, Stéphane
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Kim, Jong-Min
4
Weigert, Florian
4
Anatolyev, Stanislav
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Gospodinov, Nikolaj
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Gupta, Rangan
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Hautsch, Nikolaus
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Hoesli, Martin
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Jung, Hojin
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Mangold, Benedikt
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Ning, Cathy Q.
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Panagiotou, Dimitrios
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Pereda Fernández, Santiago
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Ruenzi, Stefan
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Shim, Jeungbo
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Stavrakoudis, Athanassios
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Ahn, Jae Youn
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Applied economics
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Asia-Pacific journal of risk and insurance : APJRI
1
International journal of business and economics
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ECONIS (ZBW)
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1
Dependency between risks and the insurer's economic capital : a copula-based GARCH model
Shim, Jeungbo
;
Lee, Seung-Hwan
- In:
Asia-Pacific journal of risk and insurance : APJRI
11
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011671161
Saved in:
2
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
3
A versatile copula and its application to risk measures
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
International journal of business and economics
9
(
2010
)
3
,
pp. 213-231
Persistent link: https://www.econbiz.de/10008933251
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