Showing 1 - 10 of 133,651
Persistent link: https://www.econbiz.de/10009508876
Persistent link: https://www.econbiz.de/10011305888
Persistent link: https://www.econbiz.de/10009729477
Persistent link: https://www.econbiz.de/10010259266
Persistent link: https://www.econbiz.de/10010338365
Persistent link: https://www.econbiz.de/10011516004
Persistent link: https://www.econbiz.de/10010508390
We propose and study a hierarchical dependence model. Its properties are analyzed and techniques for estimation and model selection are developed. For sampling, different methods are derived and evaluated. Furthermore, we consider two important types of financial risk: systemic and operational...
Persistent link: https://www.econbiz.de/10010408633
Persistent link: https://www.econbiz.de/10010410456
and techniques such as copulas. …
Persistent link: https://www.econbiz.de/10012514881