MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION (Q2909514): Difference between revisions

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+Tail dependence of skewed grouped \(t\)-distributions
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+Corrigendum to: ``Tail dependence of skewed grouped \(t\)-distributions''
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+On the theory of elliptically contoured distributions
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+The t Copula and Related Copulas
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+Analytical value-at-risk with jumps and credit risk
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+The meta-elliptical distributions with given marginals
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+Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
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+The moments of the non-central t-distribution
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+Q4794126
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+Multivariate T-Distributions and Their Applications
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+Q4301585
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+On the correct use of omnibus tests for normality
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+Analytic properties of noncentral distributions
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+Q3717907
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