Tail dependence and heavy tailedness in extreme risks (Q2038251): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
Revision as of 05:25, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence and heavy tailedness in extreme risks |
scientific article |
Statements
Tail dependence and heavy tailedness in extreme risks (English)
0 references
6 July 2021
0 references
tail dependence
0 references
copula
0 references
heavy tail
0 references
joint expected shortfall
0 references
extreme values
0 references
