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scientific article; zbMATH DE number 7156471 - MaRDI portal

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Publication:5210063

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zbMath1449.91150MaRDI QIDQ5210063

Yong Tang, Li Zhong, Peng-Fei Zhu

Publication date: 22 January 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dependence CoVaR co-movement copula model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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