Work

Measurement of aggregate risk with copulas

Year: 2005

Type: article

Source: Econometrics Journal

DOI: 10.1111/j.1368-423x.2005.00173.x

Authors: Markus Junker, Angelika May

Institution: Technische Universität Darmstadt

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2009943334

FWCI: 17.66

Cites: 41

Cited by: 140

Related to: 10