Analysis of systemic risk: A dynamic vine copula-based ARMA-EGARCH model

Kuan Heng Chen, Khaldoun Khashanah

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

1 Scopus citations
Original languageEnglish
Title of host publicationTransactions on Engineering Technologies
Subtitle of host publicationWorld Congress on Engineering and Computer Science 2015
Pages15-30
Number of pages16
ISBN (Electronic)9789811027178
DOIs
StatePublished - 4 Feb 2017

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