Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index |
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Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (English)
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13 September 2019
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diversified world stock index
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student-t distribution
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time-varying copula
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value-at-risk
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expected shortfall
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