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

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

2 Scopus citations

Original language	English
Title of host publication	Transactions on Engineering Technologies
Subtitle of host publication	World Congress on Engineering and Computer Science 2015
Pages	15-30
Number of pages	16
ISBN (Electronic)	9789811027178
DOIs	https://doi.org/10.1007/978-981-10-2717-8_2
State	Published - 4 Feb 2017

Access to Document

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title = "Analysis of systemic risk: A dynamic vine copula-based ARMA-EGARCH model",

author = "Chen, \{Kuan Heng\} and Khaldoun Khashanah",

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AU - Khashanah, Khaldoun

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