"Multivariate tail covariance risk measure for generalized skew-elliptical ..."

Baishuai Zuo, Chuancun Yin (2022)

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DOI: 10.1016/J.CAM.2022.114210

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type: Journal Article

metadata version: 2022-05-18

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Baishuai Zuo, Chuancun Yin:
Multivariate tail covariance risk measure for generalized skew-elliptical distributions. J. Comput. Appl. Math. 410: 114210 (2022)

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