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"Tail dependence functions and vine copulas."

Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos (2010)

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DOI: 10.1016/J.JMVA.2009.08.002

access: open

type: Journal Article

metadata version: 2021-02-17

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Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos:
Tail dependence functions and vine copulas. J. Multivar. Anal. 101(1): 252-270 (2010)

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