On heavy-tailed risks under Gaussian copula: the effects of marginal transformation (Q6432708)
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scientific article; zbMATH DE number 7846378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On heavy-tailed risks under Gaussian copula: the effects of marginal transformation |
scientific article; zbMATH DE number 7846378 |
Statements
11 April 2023
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q-fin.RM
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math.PR
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stat.AP
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