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New estimation methods for extremal bivariate return curves - MaRDI portal

New estimation methods for extremal bivariate return curves (Q6626603)

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scientific article; zbMATH DE number 7933634
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English
New estimation methods for extremal bivariate return curves
scientific article; zbMATH DE number 7933634

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    New estimation methods for extremal bivariate return curves (English)
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    28 October 2024
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    dependence modelling
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    extremes
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    risk measure
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