Covar of families of copulas (Q342737)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covar of families of copulas |
scientific article |
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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