Structured factor copulas for modeling the systemic risk of European and United States banks

Fuente: arXiv

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Bibliographic Details
Main Authors:	Nguyen, Hoang, Virbickaitė, Audronė, Ausín, M. Concepción, Galeano, Pedro
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.03443