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Q3609207 - MaRDI portal

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scientific article

    Statements

    author
    Jun Zhong
    0 references
    Daoji Shi
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    publication date
    6 March 2009
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    zbMATH Keywords
    VaR
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    copula
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    asymptotic dependence
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    asymptotic independence
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    tail dependence
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    Identifiers

    zbMATH DE Number
    5524169
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