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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=194086
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