"Conditional tail independence in Archimedean copula models."

Michael Falk, Simone A. Padoan, Florian Wisheckel (2019)

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DOI: 10.1017/JPR.2019.48

access: closed

type: Journal Article

metadata version: 2020-04-16

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Michael Falk, Simone A. Padoan, Florian Wisheckel:
Conditional tail independence in Archimedean copula models. J. Appl. Probab. 56(3): 858-869 (2019)

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