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RSSExtreme Financial Risks | ||||||||||||||||||
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| Table of contents 1. On the Origin of Risks and Extremes 2. Marginal Distributions of Returns 3. Notions of Copulas 4. Measures of Dependences 5. Description of Financial Dependences with Copulas 6. Measuring Extreme Dependences 7. Summary and Outlook DRM-restrictions Printing: not available Clipboard copying: not available | ||||||||||||||||||
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