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~isPartOf:"Applied economics"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~person:"Park, Sumin"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Messung"
~subject:"Multivariate Verteilung"
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Applied economics
Astin bulletin : the journal of the International Actuarial Association
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Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
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