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type_genre:"Aufsatz im Buch"
~person:"McNeil, Alexander J."
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McNeil, Alexander J.
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Handbook of heavy tailed distributions in finance
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Kendall's tau for elliptical distributions
Lindskog, Filip
;
McNeil, Alexander J.
;
Schmock, Uwe
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 149-156)
.
2003
Persistent link: https://www.econbiz.de/10002001885
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Modelling dependence with copulas and applications to risk management
Embrechts, Paul
;
Lindskog, Filip
;
McNeil, Alexander J.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 329-384)
.
2003
Persistent link: https://www.econbiz.de/10001882115
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