"Risk contagion under regular variation and asymptotic tail independence."

Bikramjit Das, Vicky Fasen-Hartmann (2018)

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DOI: 10.1016/J.JMVA.2017.12.004

access: closed

type: Journal Article

metadata version: 2022-10-02

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Bikramjit Das, Vicky Fasen-Hartmann:
Risk contagion under regular variation and asymptotic tail independence. J. Multivar. Anal. 165: 194-215 (2018)

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