Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression
نویسندگان
چکیده
Matthias Fischer 1, Daniel Kraus 2, Marius Pfeuffer 1,* and Claudia Czado 2 1 Lehrstuhl für Statistik und Ökonometrie, Universität Erlangen-Nürnberg, Lange Gasse 20, 90403 Nürnberg, Germany; [email protected] 2 Zentrum Mathematik, Technische Universität München, Boltzmanstraße 3, 85748 Garching, Germany; [email protected] (D.K.); [email protected] (C.C.) * Correspondence: [email protected]
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تاریخ انتشار 2017