Härdle, Wolfgang; Okhrin, Ostap - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2009
methods described in Section 4.
In the empirical study we consider four countries Canada, Germany, U.S. and U.K. from
the MCSI … structure:
F(x1:::;xd) = CfF1(x1);:::;Fd(xd)g:
Two important factors for practical applications rely on this theorem:
1. The ….
Note that by considering random variables X1;:::;Xd with univariate distribution func-
tions FX1;:::;FXd and the random …