Replication package of Principal component copulas for capital modelling and systemic risk

Koos Gubbels (Creator)
J.Y. Ypma (Creator)
C.W. Oosterlee (Creator)

Econometrics and OR

Dataset

Date made available	20 Jan 2026
Publisher	Dataverse NL

DOI
10.34894/WW7EEQ

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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