Extremal dependence of copulas: a tail density approach (Q1931856)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal dependence of copulas: a tail density approach |
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Extremal dependence of copulas: a tail density approach (English)
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16 January 2013
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tail dependence
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regularly varying density
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multivariate extremes
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tail risk
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vine copulas
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