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Financial risk / Actuarial science / Mathematical finance / Independence / Financial crises / Expected shortfall / Risk measure / Systemic risk / Financial contagion / Quantile function / Quantile / Copula


Conditional Systemic Risk with Penalized Copula 31st July 2015 Ostap Okhrin⇤ Alexander Ristig†
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Document Date: 2016-07-08 02:26:53


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File Size: 1,45 MB

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