Author： Fischer Matthias Kock Christian Schluter Stephan Weigert Florian
Publisher： Routledge Ltd
ISSN： 1469-7688
Source： Quantitative Finance, Vol.9, Iss.7, 2009-10, pp. : 839-854
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Access to resources
Recommend
Dynamic copula models for the spark spread
By Benth Fred Espen Kettler Paul
Quantitative Finance, Vol. 11, Iss. 3, 2011-03 ,pp. :
Contagion determination via copula and volatility threshold models
By Arakelian Veni Dellaportas Petros
Quantitative Finance, Vol. 12, Iss. 2, 2012-02 ,pp. :
Risk and return of reinsurance contracts under copula models
The European Journal of Finance, Vol. 15, Iss. 7-8, 2009-10 ,pp. :