What makes dependence modeling challenging? Pitfalls and ways to circumvent them (Q2871285)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What makes dependence modeling challenging? Pitfalls and ways to circumvent them |
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What makes dependence modeling challenging? Pitfalls and ways to circumvent them (English)
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22 January 2014
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dependence
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copula
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correlation
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financial modeling
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portfolio credit risk
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