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zbMath1164.91337MaRDI QIDQ3537384

Meixing Liu, Xiumin Li, Jinxian Liu

Publication date: 24 November 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

copula measures of dependence generalized Pareto distribution stock index VaR

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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