Extreme-value copulas: A note on comparing models for tail-risk events

Conference proceeding

Peer reviewed

Book of Short Papers of IES 2025: Innovation & Society: Statistics and Data Science for Evaluation and Quality, pp.1258-1265

IES 2025 - Innovation & Society: Statistics and Data Science for Evaluation and Quality (Bressanone - Brixen, 25/06/2025–27/06/2025)

2025

Handle:

https://hdl.handle.net/10863/51228

Details

Title: Extreme-value copulas: A note on comparing models for tail-risk events
Creators: Aurora Gatto
Selene Perazzini
Francesca Marta Lilja Di Lascio
Publication Details: Book of Short Papers of IES 2025: Innovation & Society: Statistics and Data Science for Evaluation and Quality, pp.1258-1265
Editor(s): Boccuzzo G, Bovo E, Manisera M, Salmaso L
ISBN: 978885498494
Conference: IES 2025 - Innovation & Society: Statistics and Data Science for Evaluation and Quality (Bressanone - Brixen, 25/06/2025–27/06/2025)
Publisher: Cleup
Padova
Format: Online
Number of pages: 8
Identifiers: 978-88-549-849-4
(UNIBZ)91605929
991007196443301241
Scopus ID: n.a.
Academic Unit: Faculty of Economics and Management
Language: English
Resource Type: Conference proceeding
Author Names String: Gatto A, Perazzini S, Di Lascio FML
Additional Description: Editors/Supervisors: Boccuzzo G, Bovo E, Manisera M, Salmaso L

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