A new approach to measure systemic risk: a bivariate copula model for dependent censored data
- 期刊名称European Journal of Operational Research
- 作者Calabrese, Raffaella; Osmetti, Silvia Angela
- 印刷ISSN0377-2217
- 文件大小1111.52KB
- 发表时间2019-6
- DOI10.1016/j.ejor.2019.06.027
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