An order of asymmetry in copulas, and implications for risk management (Q320313)
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scientific article; zbMATH DE number 6633934
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| English | An order of asymmetry in copulas, and implications for risk management |
scientific article; zbMATH DE number 6633934 |
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An order of asymmetry in copulas, and implications for risk management (English)
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6 October 2016
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asymmetry
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exchangeability
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copula
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diversification
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dependence modeling
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