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.