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"Correlation and risk measurement modeling: A Markov-switching mixed ..."

Xiang-dong Liu et al. (2020)

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DOI: 10.1016/J.RESS.2020.106808

access: closed

type: Journal Article

metadata version: 2023-07-01

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Xiang-dong Liu, Fei Pan, Wenli Cai, Rui Peng:
Correlation and risk measurement modeling: A Markov-switching mixed Clayton copula approach. Reliab. Eng. Syst. Saf. 197: 106808 (2020)

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