The following pages link to Crisis and risk dependencies (Q2253371):
Displaying 8 items.
- Construction of asymmetric copulas and its application in two-dimensional reliability modelling (Q296786) (← links)
- Impact of liquidity risk on variations in efficiency and productivity: a panel gamma simulated maximum likelihood estimation (Q319609) (← links)
- Convergence results for patchwork copulas (Q320028) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- A comparison of tail dependence estimators (Q2178099) (← links)
- Measuring rank correlation coefficients between financial time series: a GARCH-copula based sequence alignment algorithm (Q2255953) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
