GSH Dependence Modeling with an Application to Risk Management (Q3167840)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GSH Dependence Modeling with an Application to Risk Management |
scientific article |
Statements
GSH Dependence Modeling with an Application to Risk Management (English)
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29 October 2012
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copula approach
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generalized secant hyperbolic (GSH) distribution
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independent component analysis
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risk measures
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