A Comparison of Tail Dependence Estimators
Supper, Hendrik, Irresberger, Felix, Weiß, Gregor N.F.Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2019.12.041
Date:
January, 2020
File:
PDF, 1.08 MB
english, 2020