On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554): Difference between revisions

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Latest revision as of 14:08, 13 July 2024

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On conditional value at risk (CoVaR) for tail-dependent copulas
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    On conditional value at risk (CoVaR) for tail-dependent copulas (English)
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    16 March 2017
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    copulas
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    tail dependence
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    value-at-risk (VaR)
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    conditional value-at-risk (CoVaR)
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    conditional quantiles
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