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  • Search: subject:"nonparametric and parametric copula estimation"
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Ausreißer 1 Estimation theory 1 Multivariate Verteilung 1 Multivariate distribution 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Outliers 1 Portfolio optimisation 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Value at Risk 1 extreme value theory 1 nonparametric and parametric copula estimation 1 tail dependence 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Díaz Hernández, Adán 1 Nolasco Jáuregui, Oralia 1 Quezada-Téllez, Luis Alberto 1 Salazar Flores, Yuri 1
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Applied economics 1
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ECONIS (ZBW) 1
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The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri; Díaz Hernández, Adán; … - In: Applied economics 55 (2023) 37, pp. 4289-4303
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