Now showing items 1-1 of 1

    • Tail Dependence and Heavy Tailedness in Extreme Risks 

      Ji, Liuyan (University of Waterloo, 2020-12-18)
      Much empirical work has shown that asset returns, exchange rates, operational risks, large insurance claims exhibit heavy tailedness. Dependence also widely exists among these risks. An example of the impact of dependence ...


      University of Waterloo Library
      200 University Avenue West
      Waterloo, Ontario, Canada N2L 3G1
      519 888 4883

      All items in UWSpace are protected by copyright, with all rights reserved.

      DSpace software

      Service outages