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Anas Mourahib

  1. Multivariate generalized Pareto distributions along extreme directions
    2023/11/08 by Anas Mourahib, Mourahib, Anas, Anna Kiriliouk +3 · 2 citations
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Risk and Portfolio Optimization #Statistical Methods and Inference #Statistics Theory (math.ST)