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Tail dependence of the Gaussian copula revisited

Tail dependence of the Gaussian copula revisited

Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas

期刊名称Insurance: Mathematics and Economics
作者Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas
印刷ISSN0167-6687
文件大小345.62KB
发表时间2016-5
DOI10.1016/j.insmatheco.2016.04.009

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