Conditional marginal expected shortfall (Q826003)
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scientific article; zbMATH DE number 7449514
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional marginal expected shortfall |
scientific article; zbMATH DE number 7449514 |
Statements
Conditional marginal expected shortfall (English)
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18 December 2021
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marginal expected shortfall
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empirical process
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Pareto-type distribution
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tail dependence
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