Modified marginal expected shortfall under asymptotic dependence (Q5384458)

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scientific article; zbMATH DE number 7072196
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Modified marginal expected shortfall under asymptotic dependence
scientific article; zbMATH DE number 7072196

    Statements

    Modified marginal expected shortfall under asymptotic dependence (English)
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    24 June 2019
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    asymptotic dependence
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    asymptotic normality
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    infinite mean model
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    marginal expected shortfall
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    tsunami data
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