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Risk contagion under regular variation and asymptotic tail independence
30 March 2016
Bikramjit Das
Vicky Fasen-Hartmann
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ArXiv (abs)
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Papers citing
"Risk contagion under regular variation and asymptotic tail independence"
2 / 2 papers shown
Title
Inference for heavy-tailed data with Gaussian dependence
Bikramjit Das
83
1
0
09 May 2023
Estimation of the marginal expected shortfall under asymptotic independence
J. Cai
Eni Musta
15
15
0
13 Sep 2017
1