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Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas Report
relatively smaller chances to occur, may have a direct impact on financial stability. In the field of ... copula, so that the upper tail can be better taken care of. Since the two response variables are dependent ...- Authors: Lei Hua
- Date: Dec 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM