Normal view MARC view ISBD view

Measurement of aggregate risk with copulas

Junker, Markus and May, Angelika

Measurement of aggregate risk with copulas J5710 2005 - 2005 - 428-454 V. 08 Issue. 3

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Copula;Tail dependence;Archimedean copula;Frank copula;Survival copula;Risk measurement in bivariate portfolios;

Print
Add to your cart (remove)
Send to device
Save record
BIBTEX Dublin Core MARCXML MARC (non-Unicode/MARC-8) MARC (Unicode/UTF-8) MARC (Unicode/UTF-8, Standard) MODS (XML) RIS ISBD
More searches

Search for this title in:
Other Libraries (WorldCat) Other Databases (Google Scholar) Online Stores (Bookfinder.com) Open Library (openlibrary.org)