Dewick, Paul R.; Liu, Shuangzhe - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-11
specific interest to economic and financial modelling as it can help in the prediction of financial contagion and periods of … dataset dependencies and possible extreme events that may lie within the dataset tails. Financial copula modelling tends to … standard copula modelling and financial copula modelling and shows why the modelling strategies in using time-series and non …