Covar of families of copulas (Q342737)
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scientific article; zbMATH DE number 6654512
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Covar of families of copulas |
scientific article; zbMATH DE number 6654512 |
Statements
Covar of families of copulas (English)
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18 November 2016
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copula
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covar
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risk measure
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singular measure
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systemic risk
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value-at-risk
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0.879546582698822
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0.852984607219696
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0.8426097631454468
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0.8156293630599976
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0.7940272688865662
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