Paths and Indices of Maximal Tail Dependence

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Paths and Indices of Maximal Tail Dependence

Furman, Edward, Su, Jianxi, Zitikis, Ricardas
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2433347
File:
PDF, 931 KB
english, 2014
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