Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression.

Journal article
(Original article)


Publication Details

Author(s): Fischer M, Kraus D, Pfeuffer M, Czado C
Journal: Risks
Publication year: 2017
Volume: 5
Journal issue: 3
Pages range: 38
ISSN: 2227-9091
Language: English


FAU Authors / FAU Editors

Fischer, Matthias Prof. Dr.
Fachbereich Wirtschaftswissenschaften
Pfeuffer, Marius
Lehrstuhl für Statistik und Ökonometrie


How to cite

APA:
Fischer, M., Kraus, D., Pfeuffer, M., & Czado, C. (2017). Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression. Risks, 5(3), 38. https://dx.doi.org/10.3390/risks5030038

MLA:
Fischer, Matthias, et al. "Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression." Risks 5.3 (2017): 38.

BibTeX: 

Last updated on 2018-18-10 at 11:20