Replication Data for: Principal component copulas for capital modelling and systemic risk
| Identifier | |
|---|---|
| DOI | https://doi.org/10.34894/WW7EEQ |
| Metadata Access | https://dataverse.nl/oai?verb=GetRecord&metadataPrefix=oai_datacite&identifier=doi:10.34894/WW7EEQ |
| Provenance | |
|---|---|
| Creator | Gubbels, Koos (ORCID: 0009-0004-5781-618X); Ypma, J.Y.; Oosterlee, C.W. |
| Publisher | DataverseNL |
| Contributor | TiU Dataverse Admins; Gubbels, Koos; Tilburg University; DataverseNL |
| Publication Year | 2026 |
| Rights | CC0-1.0; info:eu-repo/semantics/openAccess; http://creativecommons.org/publicdomain/zero/1.0 |
| OpenAccess | true |
| Contact | TiU Dataverse Admins (Tilburg University); Gubbels, Koos (Tilburg University) |
| Representation | |
|---|---|
| Resource Type | Research software; Dataset |
| Format | text/x-matlab; application/pdf |
| Size | 1650; 2549; 1706; 24157; 1964; 2251; 2209; 2350; 5237; 10532; 4082; 31720 |
| Version | 1.0 |
| Discipline | Other |