The Limiting Properties of Copulas Under Univariate Conditioning (Q2849528)

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The Limiting Properties of Copulas Under Univariate Conditioning
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    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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