Open AccessEstimating the Integrated Risk of Financial Group Using the Vine Copula Method
Author(s) -
이긍희,
이명활
Publication year - 2017
Publication title -
li'seu'keu gwanli yeon'gu
Language(s) - English
Resource type - Journals
ISSN - 1229-103X
DOI - 10.21480/tjrm.28.3.201709.001
Subject(s) - vine copula , copula (linguistics) , vine , econometrics , economics , mathematics , financial risk , actuarial science , statistics , botany , biology