Measurement of aggregate risk with copulas
Year of publication: |
2005
|
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Authors: | Junker, Markus ; May, Angelika |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 8.2005, 3, p. 428-454
|
Subject: | Multivariate Verteilung | Multivariate distribution | Risiko | Risk | Risikomanagement | Risk management | Zeitreihenanalyse | Time series analysis | Messung | Measurement |
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