Selecting copulas for risk management

Research output: Contribution to journal › Article › Academic › peer-review

218 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	2405-2423
Number of pages	19
Journal	Journal of Banking and Finance
Volume	31
Issue number	8
DOIs	https://doi.org/10.1016/j.jbankfin.2006.09.010
Publication status	Published - 2007

Research programs

@article{674eba73b8d0475e843beb4a52271eda,

title = "Selecting copulas for risk management",

author = "Erik Kole and Koedijk, \{CG (Kees)\} and Marno Verbeek",

year = "2007",

doi = "10.1016/j.jbankfin.2006.09.010",

language = "Undefined/Unknown",

volume = "31",

pages = "2405--2423",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "8",

}