26

PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE

Year:
2015
Language:
english
File:
PDF, 450 KB
english, 2015
31

A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT

Year:
2017
Language:
english
File:
PDF, 317 KB
english, 2017
33

Multiple risk factor dependence structures: Copulas and related properties

Year:
2017
Language:
english
File:
PDF, 786 KB
english, 2017
34

Multiple risk factor dependence structures: Distributional properties

Year:
2017
Language:
english
File:
PDF, 654 KB
english, 2017
36

A general approach to full-range tail dependence copulas

Year:
2017
Language:
english
File:
PDF, 637 KB
english, 2017
41

Paths and Indices of Maximal Tail Dependence

Year:
2014
Language:
english
File:
PDF, 931 KB
english, 2014
42

A Form of Multivariate Pareto Distribution

Year:
2015
Language:
english
File:
PDF, 419 KB
english, 2015
44

Multiple Risk Factor Dependence Structures: Copulas and Related Properties

Year:
2016
Language:
english
File:
PDF, 716 KB
english, 2016
49

Computing the Gini index: A note

Year:
2019
Language:
english
File:
PDF, 533 KB
english, 2019