LIBROS DEL AUTOR: chih hsueh tseng

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  • Copulas for Risk Management
    Chih-Hsueh Tseng
    Traditional correlation-based approach under normality to dependence modeling is no longer adequate, as dependence of extreme events must be modeled and the scale-invariant measures of dependence might be considered. With this problem in popularity has come a rise in the need for modeling multivariate dependence with various types of dependence structure. In recent years there ...
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