Selecting copulas for risk management

E. Kole, C.G. Koedijk, M.J.C.M. Verbeek

Research output: Contribution to journalArticleProfessional

Original languageEnglish
Pages (from-to)2405-2423
Number of pages19
JournalJournal of Banking and Finance
Volume31
Issue number8
Publication statusPublished - 2007
Externally publishedYes

Cite this

Kole, E., Koedijk, C. G., & Verbeek, M. J. C. M. (2007). Selecting copulas for risk management. Journal of Banking and Finance, 31(8), 2405-2423.
Kole, E. ; Koedijk, C.G. ; Verbeek, M.J.C.M. / Selecting copulas for risk management. In: Journal of Banking and Finance. 2007 ; Vol. 31, No. 8. pp. 2405-2423.
@article{38d300f381e04a7191b8f9dbf1132469,
title = "Selecting copulas for risk management",
author = "E. Kole and C.G. Koedijk and M.J.C.M. Verbeek",
note = "Pagination: 19",
year = "2007",
language = "English",
volume = "31",
pages = "2405--2423",
journal = "Journal of Banking and Finance",
issn = "0378-4266",
publisher = "Elsevier Science BV",
number = "8",

}

Kole, E, Koedijk, CG & Verbeek, MJCM 2007, 'Selecting copulas for risk management' Journal of Banking and Finance, vol. 31, no. 8, pp. 2405-2423.

Selecting copulas for risk management. / Kole, E.; Koedijk, C.G.; Verbeek, M.J.C.M.

In: Journal of Banking and Finance, Vol. 31, No. 8, 2007, p. 2405-2423.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - Selecting copulas for risk management

AU - Kole, E.

AU - Koedijk, C.G.

AU - Verbeek, M.J.C.M.

N1 - Pagination: 19

PY - 2007

Y1 - 2007

M3 - Article

VL - 31

SP - 2405

EP - 2423

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

IS - 8

ER -