Extreme dependence models based on event magnitude

Journal of Multivariate Analysis 2013 / 11 Vol. 122

Extreme dependence models based on event magnitude

Padoan, Simone A.
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Volume:
122
Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2013.07.009
Date:
November, 2013
File:
PDF, 2.30 MB
english, 2013
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