Keywords: Extreme dependence
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Journal Articles
Journal of Risk Finance (2012) 13 (5): 507–516.
Published: 02 November 2012
... be contacted at: angelo.corelli@liu.se © Emerald Group Publishing Limited 2012 Extreme value Quantile Tail index Correlation Extreme dependence Financial markets Risk management The standard mathematical approach to modeling risks uses the language of probability theory (McNeil, 1999...

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