Risk contagion under regular variation and asymptotic tail independence (Q1742742)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk contagion under regular variation and asymptotic tail independence |
scientific article |
Statements
Risk contagion under regular variation and asymptotic tail independence (English)
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12 April 2018
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asymptotic tail independence
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consistency
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expected shortfall
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heavy-tail
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hidden regular variation
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mean excess
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multivariate regular variation
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systemic risk
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