Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement

Mariano González-Sánchez, Juan M. Nave Pineda

Year of publication:	2023
Authors:	González Sánchez, Mariano ; Nave, Juan M.
Published in:	International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 86.2023, p. 1-12
Subject:	Confidence level \| Extreme dependence \| Fat tail \| Tail index \| Statistische Verteilung \| Statistical distribution \| Risikomaß \| Risk measure \| Ausreißer \| Outliers \| Multivariate Verteilung \| Multivariate distribution \| Schätztheorie \| Estimation theory \| Wahrscheinlichkeitsrechnung \| Probability theory \| Kapitaleinkommen \| Capital income

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