Tail Risk Modeling with Copulas
Year of publication: |
2016
|
---|---|
Authors: | Malhotra, Rahul |
Other Persons: | Ruiz-Mata, Jesus (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Risiko | Risk | Ausreißer | Outliers |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Lehman Portfolio Analytics Quarterly Volume 2008-Q2 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 30, 2008 erstellt |
Classification: | G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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