Archived publication

Archived publication

Copula and tail dependence in risk deposit management

Storvik, Bård

December 01, 2003

NR

  • Filename: 3846/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