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Factor copula
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The European journal of finance
SFB 649 discussion paper
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SFB 649 Discussion Paper
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IRTG 1792 Discussion Paper
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International review of economics & finance : IREF
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Digital finance : smart data analytics, investment innovation, and financial technology
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Lin MB, Khowaja K, Chen CYH, Härdle WK (2020) Blockchain mechanism and distributional characteristics of cryptos. Forthcoming in: Book Series: Advances in Quantitative Analysis of Finance & Accounting (AQAFA)
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Review of Pacific Basin financial markets and policies
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Quantifying systemic risk with factor copulas
Chen, Yi-Hsuan
;
Nasekin, Sergey
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1926-1947
Persistent link: https://www.econbiz.de/10012314665
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