Application of Vine Copulas to Credit Portfolio Risk Modeling

Fischer M, Geidosch M (2016)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2016

Journal

Journal of Financial Risk Management Scientific Research Publishing

Book Volume: 9(2)

Pages Range: 1-15

Journal Issue: 4

DOI: 10.3390/jrfm9020004

Open Access Link: http://www.mdpi.com/1911-8074/9/2/4

Authors with CRIS profile

Matthias Fischer Fachbereich Wirtschaftswissenschaften

How to cite

APA:

Fischer, M., & Geidosch, M. (2016). Application of Vine Copulas to Credit Portfolio Risk Modeling. Journal of Financial Risk Management, 9(2)(4), 1-15. https://doi.org/10.3390/jrfm9020004

MLA:

Fischer, Matthias, and Marco Geidosch. "Application of Vine Copulas to Credit Portfolio Risk Modeling." Journal of Financial Risk Management 9(2).4 (2016): 1-15.

BibTeX: Download