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scientific article; zbMATH DE number 7246949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7246949 |
Statements
14 September 2020
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GARCH
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multivariate \(t\) copula
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CVaR
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expected shortfall
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conditional value-at-risk (CVaR) model
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