Copula conditional tail expectation for multivariate financial risks (Q683444)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula conditional tail expectation for multivariate financial risks |
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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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