How often is the financial market going to collapse?
Year of publication: |
2018
|
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Authors: | Frahm, Gabriel |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 3, p. 590-614
|
Subject: | copula theory | extremal dependence | extreme value theory | ruin | tail dependence | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Ausreißer | Outliers | Finanzmarkt | Financial market | Statistische Verteilung | Statistical distribution | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Kapitaleinkommen | Capital income |
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