Measuring systemic risk using vine-copula
- 期刊名称Economic Modelling
- 作者Pourkhanali, Armin; Kim, Jong-Min; Tafakori, Laleh; Fard, Farzad Alavi
- 卷第53卷
- 印刷ISSN0264-9993
- 文件大小3038.99KB
- 发表时间2016-02
- DOI10.1016/j.econmod.2015.11.010
- 页码63-74
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