Construction of asymmetric multivariate copulas

Journal of Multivariate Analysis

Volumn 99, Issue 10, 2008, Pages 2234-2250

  Liebscher, Eckhard ^a  

^a University of Applied Sciences Merseburg   (Germany)

Author keywords

62H20; Archimedean copula; Copula; Tail dependence

Indexed keywords

EID: 54049092476     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.02.025     Document Type: Article

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