Multivariate Interest Rate Risk Modelling Using Copula Dependence Structures

Additional Metadata
Keywords	Interest Rates; Copulas; Value-at-Risk; AR-GARCH
Thesis Advisor	Zhou, C
Persistent URL	hdl.handle.net/2105/71215
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	Gartner, K.P. (2024, February 29). Multivariate Interest Rate Risk Modelling Using Copula Dependence Structures. Econometrie. Retrieved from http://hdl.handle.net/2105/71215

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