| Simultaneously capturing multiple dependence features in bank risk integration: A mixture copula framework | |
Zhu, Xiaoqian ; Li, Jianping; Wu, Dengsheng
| |
| Source Publication | Handbook of Financial Econometrics, Mathematics, Statistics, and Technology |
| Contributor | Cheng-Few Lee，John C. Lee |
| 2020 | |
| Publisher | World Scientific |
| Publication Place | Singapore |
| Document Type | 专著章节/文集论文 |
| Identifier | http://ir.casisd.cn/handle/190111/9906 |
| Collection | 系统分析与管理研究所 |
| Recommended Citation GB/T 7714 | Zhu, Xiaoqian,Li, Jianping,Wu, Dengsheng. Simultaneously capturing multiple dependence features in bank risk integration: A mixture copula framework. Handbook of Financial Econometrics, Mathematics, Statistics, and Technology. Singapore:World Scientific,2020. |
| Files in This Item: | ||||||
| File Name/Size | DocType | Version | Access | License | ||
| Simultaneously captu（2192KB） | 专著章节/文集论文 | 开放获取 | CC BY-NC-SA | |||
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