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A Markov product for tail dependence functions

A Markov product for tail dependence functions

21 March 2020
K. Siburg
Christopher Strothmann
ArXivPDFHTML

Papers citing "A Markov product for tail dependence functions"

1 / 1 papers shown
Title
Copulas: compatibility and Fréchet classes
Copulas: compatibility and Fréchet classes
Fabrizio Durante
E. Klement
J. Quesada-Molina
91
13
0
15 Nov 2007
1