Heavy Tails and Copulas (Topics in Dependence Modelling in...

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Heavy Tails and Copulas (Topics in Dependence Modelling in Economics and Finance) || From Independence to Dependence via Copulas and U -statistics

Ibragimov, Rustam, Prokhorov, Artem
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Volume:
10.1142/96
Year:
2017
Language:
english
DOI:
10.1142/9789814689809_0003
File:
PDF, 607 KB
english, 2017
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