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[IEEE 2008 International Conference on Management Science and Engineering (ICMSE) - Long Beach, CA, USA (2008.09.10-2008.09.12)] 2008 International Conference on Management Science and Engineering 15th Annual Conference Proceedings - The Archimedean copulas measure of the risk characteristic for the tail dependent asset returns
Lu, Jin, Tian, Wen-ju, Zhang, PuYear:
2008
Language:
english
DOI:
10.1109/icmse.2008.4668912
File:
PDF, 880 KB
english, 2008