Archived publication
Archived publication
Copula and tail dependence in risk deposit management
3845/Storvik_-_Copula_and_tail_dependence_in_risk_deposit_managem.pdf
December 01, 2003
NR
- Filename: 3845/Storvik_-_Copula_and_tail_dependence_in_risk_deposit_managem.pdf
- Areas: Finance
- Keywords: Total risk, marginal distribution, dependence, tail dependence, copula
- Page(s): 12
- Name and number of project: GB-OPT
- Title: Copula and tail dependence in risk deposit management
- Author(s): Storvik, Bård
- Report number: 29
- Published date: December 01, 2003