Tail dependence and heavy tailedness in extreme risks (Q2038251)
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scientific article; zbMATH DE number 7368198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence and heavy tailedness in extreme risks |
scientific article; zbMATH DE number 7368198 |
Statements
Tail dependence and heavy tailedness in extreme risks (English)
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6 July 2021
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tail dependence
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copula
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heavy tail
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joint expected shortfall
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extreme values
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