Tail conditional moments for elliptical and log-elliptical distributions (Q2374109)

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Tail conditional moments for elliptical and log-elliptical distributions
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    Tail conditional moments for elliptical and log-elliptical distributions (English)
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    14 December 2016
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    elliptical distributions
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    log-elliptical distributions
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    tail conditional expectation
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    tail conditional moments
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    tail variance
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