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2010
Joe, H., Li, H. & Nikoloulopoulos, A.K., 2010. Tail dependence functions and vine copulas. Journal of Multivariate Analysis, 101, pp.252-270.
2009
Nikoloulopoulos, A.K., Joe, H. & Li, H., 2009. Extreme value properties of multivariate t copulas. Extremes, 12, pp.129-148.