Improving financial risk assessment through dependency (Q3153691)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving financial risk assessment through dependency |
scientific article |
Statements
Improving financial risk assessment through dependency (English)
0 references
4 December 2002
0 references
bivariate extreme value models
0 references
extremal index
0 references
risk measures
0 references
