Tail Dependence

Rafael Schmidt

Chapter 3 in Statistical Tools for Finance and Insurance, 2005, pp 65-91 from Springer

Keywords: Density Generator; Multivariate Normal Distribution; Tail Dependence; Copula Function; Archimedean Copula (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/3-540-27395-6_3

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