Pages that link to "Item:Q2283659"
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The following pages link to Modelling cascading effects for systemic risk: properties of the Freund copula (Q2283659):
Displaying 4 items.
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model (Q830306) (← links)
- Operations research in Hungary: VOCAL 2018 (Q2045605) (← links)
- The varying spillover of U.S. systemic risk: a functional-coefficient cointegration approach (Q2126203) (← links)
- A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)