Change analysis of a dynamic copula for measuring dependence in multivariate financial data (Q3564811)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change analysis of a dynamic copula for measuring dependence in multivariate financial data |
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Change analysis of a dynamic copula for measuring dependence in multivariate financial data (English)
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26 May 2010
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financial markets
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mathematical models
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statistical methods
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stochastic processes
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risk management
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financial time series
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extreme value theory
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extreme risk and insurance
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