Title:
Collaborative research: copulas, tail copulas, garch and extreme values in dependence modelling and risk management
Collaborative research: copulas, tail copulas, garch and extreme values in dependence modelling and risk management
Author(s)
Peng, Liang
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Abstract
Sponsor
National Science Foundation (U.S.)
Date Issued
2010-12-29
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Text
Resource Subtype
Technical Report