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~institution:"Bergische Universität Wuppertal"
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Multivariate Verteilung
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Institute for Fiscal Studies
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International Center for Financial Asset Management and Engineering
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Jingji-Yanjiusuo <Taipeh>
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Modeling systemic risk contribution using copula
Hakwa Wemaguela, Brice
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2016
Persistent link: https://www.econbiz.de/10012439923
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Copulas in equity and credit risk : default-dependent intensity models and information-based setup
Deuß, Patrick
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2015
Persistent link: https://www.econbiz.de/10011797649
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