A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658): Difference between revisions
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| Property / DOI: 10.1016/j.ejor.2019.06.027 / rank | |||
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| Property / DOI: 10.1016/J.EJOR.2019.06.027 / rank | |||
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Latest revision as of 23:31, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach to measure systemic risk: a bivariate copula model for dependent censored data |
scientific article |
Statements
A new approach to measure systemic risk: a bivariate copula model for dependent censored data (English)
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25 July 2019
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OR in banking
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copula models
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pseudo-maximum likelihood estimation
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censored sampling
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systemic risk
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