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Q5398871 - MaRDI portal

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scientific article; zbMATH DE number 6262816
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English
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scientific article; zbMATH DE number 6262816

    Statements

    author
    Xinhan Hu
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    Wuyi Ye
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    Baiqi Miao
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    publication date
    28 February 2014
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    zbMATH Keywords
    copula
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    listed company
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    credit risk
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    market value
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    conditional VaR
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91G40
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    91B30
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    62P05
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    zbMATH DE Number
    6262816
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