GSH Dependence Modeling with an Application to Risk Management (Q3167840)

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GSH Dependence Modeling with an Application to Risk Management
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    title
    GSH Dependence Modeling with an Application to Risk Management (English)
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    author
    Paola Palmitesta
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    Corrado Provasi
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    publication date
    29 October 2012
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    Mathematics Subject Classification ID
    62P05
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    62E17
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    62H12
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    91G70
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    zbMATH DE Number
    6099919
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    zbMATH Keywords
    copula approach
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    generalized secant hyperbolic (GSH) distribution
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    independent component analysis
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    risk measures
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    describes a project that uses
    R
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    QRM
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    OpenAlex ID
    W2036847880
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