Tail dependence in financial markets : a dynamic copula approach
Year of publication: |
2019
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Authors: | Cortese, Federico Pasquale |
Subject: | copula functions | Monte Carlo simulation techniques | risk measures | Multivariate Verteilung | Multivariate distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomaß | Risk measure | Theorie | Theory | Finanzmarkt | Financial market | Simulation | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Risiko | Risk | Derivat | Derivative |
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/risks7040116 [DOI] hdl:10419/257954 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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