2

Philippe Jorion, Value at Risk, 3rd Ed: The New Benchmark for Managing Financial Risk

Year:
2011
Language:
english
File:
PDF, 48 KB
english, 2011
5

A scalar product for copulas

Year:
2008
Language:
english
File:
PDF, 152 KB
english, 2008
6

Almost opposite regression dependence in bivariate distributions

Year:
2015
Language:
english
File:
PDF, 189 KB
english, 2015
9

Gluing Copulas

Year:
2008
Language:
english
File:
PDF, 158 KB
english, 2008
10

Symmetry of functions and exchangeability of random variables

Year:
2011
Language:
english
File:
PDF, 219 KB
english, 2011
11

A measure of mutual complete dependence

Year:
2010
Language:
english
File:
PDF, 221 KB
english, 2010