Quantifying the risk using copulae with nonparametric marginals (Q2513617)

From MaRDI portal
Revision as of 15:07, 9 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Quantifying the risk using copulae with nonparametric marginals
scientific article

    Statements

    title
    Quantifying the risk using copulae with nonparametric marginals (English)
    0 references
    author
    Catalina Bolancé
    0 references
    Zuhair Bahraoui
    0 references
    Manuel Artís
    0 references
    publication date
    28 January 2015
    0 references
    Mathematics Subject Classification ID
    62P05
    0 references
    62H05
    0 references
    62G07
    0 references
    91B30
    0 references
    zbMATH DE Number
    6391851
    0 references
    zbMATH Keywords
    extreme value copula
    0 references
    tail dependence
    0 references
    Sarmanov copula
    0 references
    nonparametric marginals
    0 references
    value-at-risk
    0 references
    OpenAlex ID
    W2026399466
    0 references
    cites work
    Q2920839
    0 references
    Q3173613
    0 references
    Q3065294
    0 references
    Q3723577
    0 references
    Q5706744
    0 references
    Q3232606
    0 references
    Q5601961
    0 references
    Q3281461
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2513617&oldid=35434619"
    Powered by MediaWiki