Copula conditional tail expectation for multivariate financial risks (Q683444)
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scientific article; zbMATH DE number 6834773
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Copula conditional tail expectation for multivariate financial risks |
scientific article; zbMATH DE number 6834773 |
Statements
Copula conditional tail expectation for multivariate financial risks (English)
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6 February 2018
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conditional tail expectation
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positive quadrant dependence
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copulas
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dependence measure
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risk management
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market models
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0.8128734230995178
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0.810032308101654
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0.7904807925224304
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0.7846568822860718
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0.7831527590751648
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