Quantifying the risk using copulae with nonparametric marginals (Q2513617)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantifying the risk using copulae with nonparametric marginals |
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Quantifying the risk using copulae with nonparametric marginals (English)
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28 January 2015
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extreme value copula
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tail dependence
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Sarmanov copula
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nonparametric marginals
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value-at-risk
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