"Copulas, diagonals, and tail dependence."

Fabrizio Durante, Juan Fernández-Sánchez, Roberta Pappadà (2015)

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DOI: 10.1016/J.FSS.2014.03.014

access: closed

type: Journal Article

metadata version: 2020-10-26

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Fabrizio Durante, Juan Fernández-Sánchez, Roberta Pappadà:
Copulas, diagonals, and tail dependence. Fuzzy Sets Syst. 264: 22-41 (2015)

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