The following pages link to Systemic risk and copula models (Q1787919):
Displaying 4 items.
- Emerging and innovative OR applications: a special issue in honor of Walter J. Gutjahr (Q1787909) (← links)
- Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria (Q2010376) (← links)
- Multi-feature evaluation of financial contagion (Q2103926) (← links)
- Modelling cascading effects for systemic risk: properties of the Freund copula (Q2283659) (← links)