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Risk aggregation by a copula with a stressed condition
Yoshiba, Toshinao - 2013
Persistent link: https://www.econbiz.de/10010189914
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Risk aggregation with copula for banking industry
Yoshiba, Toshinao - 2015
Persistent link: https://www.econbiz.de/10011375924
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Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management : dynamic skew-t copula approach
Ito, Kakeru; Yoshiba, Toshinao - In: International review of economics & finance : IREF 97 (2025), pp. 1-19
Persistent link: https://www.econbiz.de/10015324226
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Wrong-way risk in credit valuation adjustment of credit default swap with copulas
Adachi, Tetsuya; Sueshige, Takumi; Yoshiba, Toshinao - 2019
Persistent link: https://www.econbiz.de/10013448467