Linear correlation and EVT : properties and caveats
Paul Embrechts
| Year of publication: |
2009
|
|---|---|
| Authors: | Embrechts, Paul |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 1, p. 30-39
|
| Subject: | Kreditrisiko | Credit risk | Multivariate Verteilung | Multivariate distribution | Korrelation | Correlation | Ausreißer | Outliers | Subprime-Krise | Subprime financial crisis | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003825739