Micro correlations and tail dependence

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Micro correlations and tail dependence

TitleMicro correlations and tail dependence
Publication TypeBook Chapter
Year of Publication2011
AuthorsCooke, RM, Kousky, C, Joe, H
EditorKurowicka, D, Joe, H
Book TitleDependence Modeling: Vine Copula Handbook
Chapter5
Pagination89–112
PublisherWorld Scientific
CitySingapore
DOI10.1142/9789814299886_0005