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"Copula-application to modelling Russian banking system capital adequacy ..."

Irina K. Andrievskaya, Henry Penikas (2012)

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DOI: 10.3233/MAS-2012-0239

access: closed

type: Journal Article

metadata version: 2021-10-14

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Irina K. Andrievskaya, Henry Penikas:
Copula-application to modelling Russian banking system capital adequacy according to Basel II IRB-approach. Model. Assist. Stat. Appl. 7(4): 267-280 (2012)

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