A new bivariate Archimedean copula with application to the evaluation of VaR (Q2700544)
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scientific article; zbMATH DE number 7679717
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| English | A new bivariate Archimedean copula with application to the evaluation of VaR |
scientific article; zbMATH DE number 7679717 |
Statements
A new bivariate Archimedean copula with application to the evaluation of VaR (English)
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27 April 2023
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Archimedean copula
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dependence
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generator function
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Monte Carlo simulation
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stock prices
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value at risk
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