A Method of Moments Estimator of Tail Dependence

John Einmahl, A. Krajina and J.J.J. Segers
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A. Krajina: Tilburg University, School of Economics and Management
J.J.J. Segers: Tilburg University, School of Economics and Management

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Date: 2007
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Related works:
Working Paper: A method of moments estimator of tail dependence (2008)
Working Paper: A Method of Moments Estimator of Tail Dependence (2007)
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