A directional multivariate value at risk (Q896753)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A directional multivariate value at risk |
scientific article |
Statements
A directional multivariate value at risk (English)
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14 December 2015
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multivariate risks
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value at risk
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directional approach
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multivariate quantile
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copula
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