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  • Search: subject:"vine copula grouped model"
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Year of publication
Subject
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systemic risk 2 vine copula grouped model 2 (j 1 (p 1 CIR model 1 Cauchy problem 1 China 1 Chinese financial industries 1 CoES 1 CoVaR 1 DC pension plan 1 DMP-inverse 1 Financial crisis 1 Financial sector 1 Finanzkrise 1 Finanzsektor 1 Gerber–Shiu function 1 HARA 1 HJB equation 1 Hamilton–Jacobi–Bellman equation 1 Laguerre series 1 M-CEV model 1 Multivariate Verteilung 1 Multivariate distribution 1 Poisson process 1 Risikomaß 1 Risk measure 1 Systemic risk 1 Systemrisiko 1 ambiguity aversion 1 ambiguity-aversion 1 automobile insurance 1 backtesting 1 bidimensional perturbed risk model 1 change in time 1 common shock dependence 1 consumer studies 1 core inverse 1 core-EP inverse 1 correlated brownian motions 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Chen, Zhenlong 1 Hao, Xiaozhen 1 Hu, Xiang 1 Li, Jingchao 1 Yao, Jing 1
Published in...
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Economic research 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks
Yao, Jing (contributor); Hu, Xiang (contributor);  … - 2024
Modeling, Analysis, and Optimization for Mathematical Finance, Economics, and Risks is a critical domain that integrates mathematical theory with practical applications to address the complexities of modern financial and economic systems. This special issue focuses on recent studies that are...
Persistent link: https://www.econbiz.de/10015325017
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Cover Image
Systemic risk in Chinese financial industries : a vine copula grouped CoVaR approach
Hao, Xiaozhen; Chen, Zhenlong - In: Economic research 35 (2022) 1,3, pp. 2747-2763
Persistent link: https://www.econbiz.de/10014382240
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