Four theorems and a financial crisis (Q2353915)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Four theorems and a financial crisis |
scientific article |
Statements
Four theorems and a financial crisis (English)
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10 July 2015
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copula
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correlation
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extreme value theory
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model uncertainty
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value-at-risk
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risk management
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