Conditional copula simulation for systemic risk stress testing
Conditional copula simulation for systemic risk stress testing
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DOI:
10.1016/j.insmatheco.2013.09.009
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发表时间:
2013-11
影响因子:
1.9
通讯作者:
E. Brechmann;K. Hendrich;C. Czado
中科院分区:
文献类型:
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作者:
E. Brechmann;K. Hendrich;C. Czado