Author:
Brechmann Eike C.,Hendrich Katharina,Czado Claudia
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference57 articles.
1. Pair-copula constructions of multiple dependence;Aas;Insurance: Mathematics & Economics,2009
2. Beyond simplified pair-copula constructions;Acar;Journal of Multivariate Analysis,2012
3. Acharya, V., Pedersen, L., Philippon, T., Richardson, M., 2011. Measuring systemic risk. American Finance Association—Denver Meetings Paper.
4. CoVaR. Federal Reserve Bank of New York Staff Reports, No. 348;Adrian,2010
5. On Kendall’s process;Barbe;Journal of Multivariate Analysis,1996
Cited by
51 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献