Copula conditional tail expectation for multivariate financial risks (Q683444)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Copula conditional tail expectation for multivariate financial risks |
scientific article; zbMATH DE number 6834773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula conditional tail expectation for multivariate financial risks |
scientific article; zbMATH DE number 6834773 |
Statements
Copula conditional tail expectation for multivariate financial risks (English)
0 references
6 February 2018
0 references
conditional tail expectation
0 references
positive quadrant dependence
0 references
copulas
0 references
dependence measure
0 references
risk management
0 references
market models
0 references
0 references
