Selecting copulas for risk management

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

Research output: Contribution to journalArticleProfessional

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

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