Data · dataset · 2026
Replication Data for: Principal component copulas for capital modelling and systemic risk
Listed in IISH Dataverse
a public github repository with the Matlab-code and the data file in order to generate the main results of our paper "Principal component copulas for capital modelling and systemic risk".
Links
Where it is published
- Dataverse dataset page dataverse.nl/dataset.xhtml?persistentId=doi%3A10.34894%2FWW7EEQ ↗
landing page · from datasets iisg amsterdam
- DOI doi.org/10.34894/ww7eeq ↗
DOI / persistent id · from datasets iisg amsterdam
Catalogue records · 1
- Dataverse API dataverse.nl/api/datasets/:persistentId/?persistentId=doi%3A10.34894%2FWW7E… ↗
metadata API · from datasets iisg amsterdam
Topics
- Stated by source
- Mathematical Sciences
- From keywords
- Mathematics & Statistics
- Inferred from text
- Statistics 68%
Provenance · 1 source records, 9 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| IISH Dataverse | doi:10.34894/WW7EEQ | 13 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| concepts[field].anzsrc:group:4905 | enrichment · datasets iisg amsterdam | taxonomy-embedding@1.1.0 | title+keywords+description (68%) |
| concepts[field].dataverse_subject:mathematical-sciences | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| concepts[field].local:field:mathematics-statistics | mapping · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| created_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| description | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /description |
| publication_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| title | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /name |
| updated_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| version_label | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 |