Correlation and dependence in risk management : properties and pitfalls
Year of publication: |
2002
|
---|---|
Authors: | Embrechts, Paul ; McNeil, Alexander J. ; Straumann, Daniel |
Published in: |
Risk management : value at risk and beyond. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-78180-9. - 2002, p. 176-223
|
Subject: | Risikomanagement | Risk management | Korrelation | Correlation |
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