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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~person:"Choe, Geon Ho"
~subject:"Multivariate distribution"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
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TWO-COMPONENT EXTREME VALUE DI...
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Choe, Geon Ho
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Applied economics letters
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
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A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
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