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- Title:
Vine copula based dependence modeling in sustainable finance
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Czado, Claudia; Bax, Karoline; Sahin, Özge; Nagler, Thomas; Min, Aleksey; Paterlini, Sandra
- Non-TUM Co-author(s):
- ja
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- The Journal of Finance and Data Science
- Journal listet in FT50 ranking:
- nein
- Year:
- 2022
- Journal volume:
- 8
- Pages contribution:
- 309-330
- Fulltext / DOI:
- doi:10.1016/j.jfds.2022.11.003
- Publisher:
- Elsevier BV
- E-ISSN:
- 2405-9188
- Date of publication:
- 01.11.2022
- Judgement review:
- None
- Key publication:
- Nein
- Peer reviewed:
- Ja
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Ja
- Mission statement:
- ;
- Ethics and Sustainability:
- Ja
- SDG:
- ;
BibTeX