Measuring systemic risk using vine-copula
Authors:
- Armin PourkhanaliAPArmin Pourkhanali
- Jong-Min KimJong-Min Kim
- Laleh TafakoriLTLaleh Tafakori
- Farzad Alavi FardFFFarzad Alavi Fard
- 1 February 2016
- journal article
- research article
- Published by Elsevier in Economic Modelling
- Vol. 53, 63-74
Abstract
No abstract availableKeywords
Funding Information
- Australian Research Council (FL130100039)
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