Vector copulas
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Publication:2697978
DOI10.1016/j.jeconom.2021.11.012OpenAlexW4206137616MaRDI QIDQ2697978
Publication date: 14 April 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.06558
financial contagionvector ranksmeasure transportationelliptical vector copulasKendall vector copulasvector copulas
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Uses Software
Cites Work
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