Hierarchies of Archimedean copulas

Published 2009 View Full Article

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Title
Hierarchies of Archimedean copulas
Authors
Keywords
-
Journal
QUANTITATIVE FINANCE
Volume 10, Issue 3, Pages 295-304
Publisher
Informa UK Limited
Online
2009-08-14
DOI
10.1080/14697680902821733
References
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