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"A new approach to measure systemic risk: A bivariate copula model for ..."

Raffaella Calabrese, Silvia Angela Osmetti (2019)

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DOI: 10.1016/J.EJOR.2019.06.027

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/eor/CalabreseO19
Raffaella Calabrese, Silvia Angela Osmetti:
A new approach to measure systemic risk: A bivariate copula model for dependent censored data. Eur. J. Oper. Res. 279(3): 1053-1064 (2019)

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