Managing risk with a realized copula parameter (Q1659106)
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scientific article; zbMATH DE number 6918328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Managing risk with a realized copula parameter |
scientific article; zbMATH DE number 6918328 |
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Managing risk with a realized copula parameter (English)
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15 August 2018
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copula
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multivariate dependence
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realized covariance
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realized variance
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value at risk
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