Title of article
Selecting copulas for risk management
Author/Authors
Erik Kole، نويسنده , , Kees Koedijk، نويسنده , , Marno Verbeek، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
19
From page
2405
To page
2423
Keywords
Financial dependence , Risk management , Copulas , Distributional tests , Tail dependence
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194086
Link To Document