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CoVaR and CoES with bivariate
t
-distributions.
2022, 52(5): 4-1-4-9.
Worst-case conditional value-at-risk and conditional expected shortfall based on covariance information .
Figures of the Article
CoVaR and CoES with bivariate Gaussian distributions.
CoVaR and CoES with bivariate
t
-distributions.
CoVaR and CoES with Pareto marginal and different copulas.
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