Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10011844236
Persistent link: https://www.econbiz.de/10009631004
This paper features an application of Regular Vine copulas which are a novel and recently developed statistical and mathematical tool which can be applied in the assessment of composite financial risk. Copula-based dependence modelling is a popular tool in financial applications, but is usually...
Persistent link: https://www.econbiz.de/10010349457
Persistent link: https://www.econbiz.de/10010410215
Persistent link: https://www.econbiz.de/10003097567
Persistent link: https://www.econbiz.de/10009767001
Persistent link: https://www.econbiz.de/10010365773
Persistent link: https://www.econbiz.de/10009724823