The simple econometrics of tail dependence

Economics Letters 2012 Vol. 116; Iss. 3

The simple econometrics of tail dependence

Maarten R.C. van Oordt, Chen Zhou
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Volume:
116
Year:
2012
Language:
english
Pages:
374
DOI:
10.1016/j.econlet.2012.04.016
File:
PDF, 188 KB
english, 2012
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