@article{structuredfactorcopulasformodelingthe,
  title = {Structured factor copulas for modeling the systemic risk of European and United States banks},
  author = {Hoang Nguyen and Audronė Virbickaitė and M. Concepción Ausín and Pedro Galeano},
  year = {2024},
  eprint = {2401.03443},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2401.03443v1},
}