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scientific article; zbMATH DE number 2231189
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| English | No label defined |
scientific article; zbMATH DE number 2231189 |
Statements
21 November 2005
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risk measurement
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risk factors
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loss distribution, financial time series
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copulas
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extreme value theory
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dynamic risk models
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0.9061428308486938
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0.8324002027511597
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0.803546667098999
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0.798520028591156
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