Pages that link to "Item:Q607608"
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The following pages link to Multivariate hierarchical copulas with shocks (Q607608):
Displaying 4 items.
- Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
- \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (Q900389) (← links)
- Shock models with recovery option via the maxmin copulas (Q1699338) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)