"On tail dependence coefficients of transformed multivariate Archimedean ..."

Elena Di Bernardino, Didier Rullière (2016)

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DOI: 10.1016/J.FSS.2015.08.030

access: closed

type: Journal Article

metadata version: 2020-02-19

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Elena Di Bernardino, Didier Rullière:
On tail dependence coefficients of transformed multivariate Archimedean copulas. Fuzzy Sets Syst. 284: 89-112 (2016)

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