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Q5371435 - MaRDI portal

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scientific article; zbMATH DE number 6796087
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English
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scientific article; zbMATH DE number 6796087

    Statements

    author
    Min Shen
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    Hecheng Wu
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    publication date
    20 October 2017
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    zbMATH Keywords
    R-vine copula
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    scenario simulation
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    systemically importance
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    Identifiers

    Mathematics Subject Classification ID
    62H25
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    62P20
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    62H05
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    91B30
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    zbMATH DE Number
    6796087
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