Extremal financial risk models and portfolio evaluation (Q1010574)
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scientific article; zbMATH DE number 5540561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal financial risk models and portfolio evaluation |
scientific article; zbMATH DE number 5540561 |
Statements
Extremal financial risk models and portfolio evaluation (English)
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6 April 2009
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extreme value theory
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M4 processes
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Markov chains
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tail dependence index
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financial risk
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portfolio evaluation
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