Flexible estimation of copulas : an application to the US housing crisis
Anson T.Y. Ho, Kim P. Huynh and David T. Jacho-Chávez
| Year of publication: |
April-May 2016
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|---|---|
| Authors: | Ho, Anson T. Y. ; Huynh, Kim P. ; Jacho-Chávez, David T. |
| Other Persons: | Zimmer, David M. (contributor) |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 3, p. 603-610
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| Subject: | Kreditrisiko | Credit risk | Hypothek | Mortgage | Multivariate Verteilung | Multivariate distribution | Immobilienpreis | Real estate price | Spekulationsblase | Bubbles | Modellierung | Scientific modelling | USA | United States | 1975-2009 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2437 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011642661