Selecting copulas for risk management

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

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Cite this

@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 & Finance",

issn = "0378-4266",

publisher = "Elsevier Science BV",

number = "8",

}