Tail dependence in vine copulae

Dependence Modeling: Vine Copula Handbook

Volumn , Issue , 2010, Pages 165-187

  Joe, Harry ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84862007896     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/9789814299886_0008     Document Type: Chapter

References (22)

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