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  • Search: subject:"Cross sectional and temporal dependence"
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Copulas 1 Cross sectional and temporal dependence 1 ESG 1 Multivariate Verteilung 1 Multivariate distribution 1 Nachhaltige Entwicklung 1 Nachhaltige Kapitalanlage 1 Sustainability 1 Sustainable development 1 Sustainable investment 1 Theorie 1 Theory 1 Time series analysis 1 Vine copulas 1 Zeitreihenanalyse 1
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CC license 1 Free 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bax, Karoline 1 Czado, Claudia 1 Min, Aleksey 1 Nagler, Thomas 1 Paterlini, Sandra 1 Sahin, Özge 1
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The Journal of finance and data science : JFDS 1
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ECONIS (ZBW) 1
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Vine copula based dependence modeling in sustainable finance
Czado, Claudia; Bax, Karoline; Sahin, Özge; Nagler, Thomas - In: The Journal of finance and data science : JFDS 8 (2022), pp. 309-330
Climate change and sustainability have become societal focal points in the last decade. Consequently, companies have been increasingly characterized by non-financial information, such as environmental, social, and governance (ESG) scores, based on which companies can be grouped into ESG classes....
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