Quantitative Risk ManagementPaul Embrechts A2011-01-01otherInternational Encyclopedia of Statistical Science985 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingRisk and Portfolio OptimizationProbability and Risk ModelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 985 citations exist upstream.References1999Coherent Measures of Risk2001An Introduction to Statistical Modeling of Extreme Values1997Modelling Extremal Events2005Quantitative Risk Management: Concepts, Techniques, and Tools2002On the coherence of expected shortfall2000On Default CorrelationCited by2012GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS2012Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach2013Dynamic Conditional Correlation: On Properties and Estimation2010Modeling Multivariate Distributions with Continuous Margins Using the copula R Package2011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations2015What is the best risk measure in practice? A comparison of standard measures2015Modeling Dependence in High Dimensions With Factor Copulas2010Copula Theory: An Introduction