Archimedean copulae for risk measurement (Q3184506)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Archimedean copulae for risk measurement |
scientific article |
Statements
Archimedean copulae for risk measurement (English)
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21 October 2009
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copula
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time-varying parameters
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daily equity returns
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risk management
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value-at-risk
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