Stress testing German industry sectors: results from a vine copula based quantile regression
Matthias Fischer, Daniel Kraus, Marius Pfeuffer, Claudia Czado
| Year of publication: |
2017
|
|---|---|
| Authors: | Fischer, Matthias ; Kraus, Daniel ; Pfeuffer, Marius ; Czado, Claudia |
| Published in: |
Essays on the measurement of credit risk. - Erlangen. - 2017, p. 91-108
|
| Subject: | Branche | Economic sector | Stresstest | Stress test | Regressionsanalyse | Regression analysis | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Deutschland | Germany |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011901180