Construction of hypothetical scenarios for central counterparty stress tests using vine copulas
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Published:2023
Issue:
Volume:
Page:
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ISSN:2049-5404
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Container-title:Journal of Financial Market Infrastructures
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language:
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Short-container-title:JFMI
Author:
Bhanu Aniket,Virmani Vineet
Publisher
Infopro Digital Services Limited
Subject
Ocean Engineering