Copula-based modeling of financial asset dependencies during the 2008 Global Financial Crisis and COVID-19, capturing nonlinear and tail risk dynamics
-
Notifications
You must be signed in to change notification settings - Fork 0
Copula-based modeling of financial asset dependencies during the 2008 Global Financial Crisis and COVID-19, capturing nonlinear and tail risk dynamics
License
da-b-est/fe_dependence_measures
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Copula-based modeling of financial asset dependencies during the 2008 Global Financial Crisis and COVID-19, capturing nonlinear and tail risk dynamics
Topics
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published