Copulas: Tales and facts

Extremes

Volumn 9, Issue 1, 2006, Pages 3-20

  Mikosch, Thomas ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Copula; Multivariate distribution; Multivariate extremes; Stochastic dependence

Indexed keywords

EID: 33751542466     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-006-0015-x     Document Type: Conference Paper

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