Measuring the coupled risks: A copula-based CVaR model (Q2378280)
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scientific article; zbMATH DE number 5486408
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| English | Measuring the coupled risks: A copula-based CVaR model |
scientific article; zbMATH DE number 5486408 |
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Measuring the coupled risks: A copula-based CVaR model (English)
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7 January 2009
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coupled risks
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conditional value-at-risk
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copula
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numerical simulation
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chinese security market
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0.8137494325637817
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0.739356279373169
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0.7375927567481995
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0.7336158752441406
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