The dependency measures of commercial bank risks : using an optimal copula selection method based on non-parametric kernel density
Year of publication: |
2020
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Authors: | Jin, Chenglu ; Chen, Rongda ; Cheng, Diandian ; Mo, Sitian ; Yang, Ke |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 37.2020, p. 1-9
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Subject: | Commercial bank risks | Non-parametric kernel density | Optimal copula selection method | Tail dependency | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Bankrisiko | Bank risk | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Bank |
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