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Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression
Fischer, Matthias, Kraus, Daniel, Pfeuffer, Marius, Czado, ClaudiaVolume:
5
Language:
english
Journal:
Risks
DOI:
10.3390/risks5030038
Date:
July, 2017
File:
PDF, 1.09 MB
english, 2017