Estimation of bivariate excess probabilities for elliptical models (Q1002536)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of bivariate excess probabilities for elliptical models |
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Estimation of bivariate excess probabilities for elliptical models (English)
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2 March 2009
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asymptotic independence
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conditional excess probability
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elliptic law
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financial contagion
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rapidly varying tails
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