Media type: E-Book; Thesis Title: Four essays on linear and extreme dependences in credit derivatives and equity markets Contributor: Supper, Hendrik [Verfasser]; Weiß, Gregor Nikolaus Felix [Akademischer Betreuer]; Posch, Peter [Gutachter] imprint: Dortmund: Universitätsbibliothek Dortmund, 2014 Extent: Online-Ressource Language: English Identifier: Keywords: Credit default swaps ; Tail risk ; Liquidity commonalities ; Value-at-risk ; Copulas ; Simulation studies ; Hochschulschrift Origination: University thesis: Dissertation, Dortmund, Technische Universität, 2014 Footnote: Access State: Open Access