An extreme value approach to CoVaR estimation (Q6387422)
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scientific article; zbMATH DE number 900521001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extreme value approach to CoVaR estimation |
scientific article; zbMATH DE number 900521001 |
Statements
3 January 2022
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math.ST
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stat.TH
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