Extreme Financial Risks (Q3379404)
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scientific article; zbMATH DE number 5017896
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Extreme Financial Risks |
scientific article; zbMATH DE number 5017896 |
Statements
Extreme Financial Risks (English)
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6 April 2006
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collective extreme risks
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marginal distributions of returns
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measures of dependence
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dependence structure of asset returns
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multivariate distribution of asset returns
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measuring extreme dependences
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financial dependences with copulas
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concordance measures
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0.8440079092979431
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0.8143299221992493
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0.8126628994941711
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