"From Archimedean to Liouville copulas."

Alexander J. McNeil, Johanna Neslehová (2010)

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DOI: 10.1016/J.JMVA.2010.03.015

access: open

type: Journal Article

metadata version: 2021-02-17

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Alexander J. McNeil, Johanna Neslehová:
From Archimedean to Liouville copulas. J. Multivar. Anal. 101(8): 1772-1790 (2010)

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