Stress testing German industry sectors : results from a vine copula based quantile regression
Year of publication: |
September 2017
|
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Authors: | Fischer, Matthias ; Kraus, Daniel ; Pfeuffer, Marius ; Czado, Claudia |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 5.2017, 3, p. 1-13
|
Subject: | stress testing | quantile regression | vine copulas | expectile regression | Regressionsanalyse | Regression analysis | Multivariate Verteilung | Multivariate distribution | Deutschland | Germany | Schätzung | Estimation | Statistischer Test | Statistical test |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks5030038 [DOI] hdl:10419/195895 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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