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1 Ergebnisse
1
Systemic Risk Modeling with Lévy Copulas:
Liu, Yuhao
;
Djurić, Petar M.
;
Kim, Young Shin
..
Journal of Risk and Financial Management. 14 (2021) 6 - p. 251 , 2021
Link:
https://doi.org/10.3390/jrfm14060251
RT Journal T1 <Title>Systemic Risk Modeling with Lévy Copulas</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.3390_jrfm14060251&Exemplar=1&LAN=DE A1 Liu, Yuhao A1 Djurić, Petar M. A1 Kim, Young Shin A1 Rachev, Svetlozar T. A1 Glimm, James PB MDPI AG YR 2021 SN 1911-8074 JF Journal of Risk and Financial Management VO 14 IS 6 SP 251 LK http://dx.doi.org/https://doi.org/10.3390/jrfm14060251 DO https://doi.org/10.3390/jrfm14060251 SF ELIB - SuUB Bremen
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