scientific article; zbMATH DE number 6971100
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Publication:4962328
zbMath1398.62329MaRDI QIDQ4962328
Publication date: 2 November 2018
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
elliptical distributionscoherent risk measurestail variancetail conditional expectationstail covariancetail VAR
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