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Copulas and Extreme Values
Company: Universiteit Nijmegen
Year Of Publication: 2007
Month Of Publication: June
Pages: 127
Download Count: 23
View Count: 1665
Comment Num: 0
Language: English
Who Can Read: Free
Date: 4-16-2010
Publisher: Administrator
Summary
In the following chapters of this thesis we look at a portfolio of random variables. We take into account that they are dependent, although we will only consider certain kinds of dependency. We only look at distributions that lie in one of the domains of attraction of the Fisher-Toppett Theorem.
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Alink, Stan H. F. Sign in to follow this author
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