Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach |
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Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (English)
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21 June 2017
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regular vine
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copula
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international market
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regime switching
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risk management
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expected shortfall
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