Title | Micro correlations and tail dependence |
Publication Type | Book Chapter |
Year of Publication | 2011 |
Authors | Cooke, RM, Kousky, C, Joe, H |
Editor | Kurowicka, D, Joe, H |
Book Title | Dependence Modeling: Vine Copula Handbook |
Chapter | 5 |
Pagination | 89–112 |
Publisher | World Scientific |
City | Singapore |
DOI | 10.1142/9789814299886_0005 |