Description
a public github repository with the Matlab-code and the data file in order to generate the main results of our paper "Principal component copulas for capital modelling and systemic risk".
| Date made available | 20 Jan 2026 |
|---|---|
| Publisher | Dataverse NL |
Research output
- 1 Article
-
Principal component copulas for capital modelling and systemic risk
Gubbels, K., Ypma, J. Y. & Oosterlee, C. W., 23 Jul 2025, (E-pub ahead of print) In: Computational Economics. 31 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open Access
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