GAS Copula models on who's systemically important in South Africa : banks or insurers?
Year of publication: |
2020
|
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Authors: | Manguzvane, Mathias Mandla ; Muteba Mwamba, John |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 4, p. 1573-1604
|
Subject: | Banks | Copula | Generalized autoregressive score model | Insurers | South Africa | Systemically important | Südafrika | Multivariate Verteilung | Multivariate distribution | Bank |
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