Extreme Financial Risks (Q3379404): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/b138841 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4235374062 / rank | |||
Normal rank | |||
Latest revision as of 20:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme Financial Risks |
scientific article |
Statements
Extreme Financial Risks (English)
0 references
6 April 2006
0 references
collective extreme risks
0 references
marginal distributions of returns
0 references
measures of dependence
0 references
dependence structure of asset returns
0 references
multivariate distribution of asset returns
0 references
measuring extreme dependences
0 references
financial dependences with copulas
0 references
concordance measures
0 references
