Tail dependence functions and vine copulas

Published 2009 View Full Article

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Title
Tail dependence functions and vine copulas
Authors
Keywords
-
Journal
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 101, Issue 1, Pages 252-270
Publisher
Elsevier BV
Online
2009-08-19
DOI
10.1016/j.jmva.2009.08.002

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