Showing 1 - 10 of 23
Persistent link: https://www.econbiz.de/10011303694
Persistent link: https://www.econbiz.de/10011876491
Persistent link: https://www.econbiz.de/10011771730
Persistent link: https://www.econbiz.de/10001098657
Persistent link: https://www.econbiz.de/10003992778
Persistent link: https://www.econbiz.de/10009724826
Persistent link: https://www.econbiz.de/10009708736
Persistent link: https://www.econbiz.de/10009682474
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