author = { Supper, Hendrik Weiß, Gregor Nikolaus Felix AND Posch, Peter },

title = { Four essays on linear and extreme dependences in credit derivatives and equity markets },

publisher = {Universitätsbibliothek Dortmund},

keywords = { Credit default swaps , Tail risk , Liquidity commonalities , Value-at-risk , Copulas , Simulation studies , Hochschulschrift },

year = {2014},

address = { Dortmund },

url = { https://katalog.slub-dresden.de/en/?cHash=a8fa44d3bda0cb9d524c2f0ab6715df9&tx_find_find%5Baction%5D=citation&tx_find_find%5Bcontroller%5D=Search&tx_find_find%5Bid%5D=13-1100692401&tx_find_find%5Btype%5D=bibtex }