The limiting properties of copulas under univariate conditioning (Q2849528)
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scientific article; zbMATH DE number 6210179
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| English | The limiting properties of copulas under univariate conditioning |
scientific article; zbMATH DE number 6210179 |
Statements
The Limiting Properties of Copulas Under Univariate Conditioning (English)
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20 September 2013
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market contagion
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univariate conditioning
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extreme values
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sets of attraction
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limit sets
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chaotic nature
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0.8334336280822754
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0.8270114660263062
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0.8231050372123718
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0.7964407205581665
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0.7910752296447754
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