Capturing crash sensitivity with copulas

Additional Metadata
Keywords	Copula; Kernel; Tail Dependence; Persistence; Crash Sensitivity
Thesis Advisor	Oorschot, J.A.
Persistent URL	hdl.handle.net/2105/53533
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Wessel, E.D. (2020, November 13). Capturing crash sensitivity with copulas. Econometrie. Retrieved from http://hdl.handle.net/2105/53533

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