Extreme Financial Risks (Q3379404): Difference between revisions
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| Property / author: Yannick Malevergne / rank | |||
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| Property / author: Didier Sornette / rank | |||
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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)
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6 April 2006
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collective extreme risks
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marginal distributions of returns
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measures of dependence
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dependence structure of asset returns
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multivariate distribution of asset returns
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measuring extreme dependences
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financial dependences with copulas
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concordance measures
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