Michel Dacorogna, Tail-Dependence an Essential Factor for
Michel Dacorogna, Tail-Dependence an Essential Factor for
Michel Dacorogna, Tail-Dependence an Essential Factor for
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Convergence of Fits <strong>for</strong> 2 MarginalsStarting from Clayton = 1Theoretical Diversification Gain<strong>Tail</strong> <strong>Dependence</strong><strong>Michel</strong> M. <strong>Dacorogna</strong>ETH Risk Center Workshop, Oct. 25-26, 201227St<strong>an</strong>dard Deviations of the Fits <strong>for</strong> 2 MarginalsStarting from Clayton = 1<strong>Tail</strong> <strong>Dependence</strong><strong>Michel</strong> M. <strong>Dacorogna</strong>ETH Risk Center Workshop, Oct. 25-26, 201228
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