Tail dependence in vine copulae

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Tail dependence in vine copulae

TitleTail dependence in vine copulae
Publication TypeBook Chapter
Year of Publication2011
AuthorsJoe, H
EditorKurowicka, D, Joe, H
Book TitleDependence Modeling: Vine Copula Handbook
Chapter8
Pagination165–187
PublisherWorld Scientific
CitySingapore
DOI10.1142/9789814299886_0008