Tails of correlation mixtures of elliptical copulas (Q2276214): Difference between revisions

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-.1016/j.insmatheco.2010.10.010
@@ Property / DOI: 10.1016/j.insmatheco.2010.10.010 / rank @@
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+.3516
@@ Property / arXiv ID: 0912.3516 / rank @@
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@@ Property / cites work @@
+Extreme behaviour for bivariate elliptical distributions
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+Extreme behavior of bivariate elliptical distributions
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+On the theory of elliptically contoured distributions
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Dependence measures for extreme value analyses
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+The t Copula and Related Copulas
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+Q3996150
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+Estimating the tail-dependence coefficient: properties and pitfalls
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+Efficient estimation of a semiparametric dynamic copula model
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+Extremes of asymptotically spherical and elliptical random vectors
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+Tail asymptotic results for elliptical distributions
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+Conditional limit results for type I polar distributions
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+A directory of coefficients of tail dependence
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+Q4493303
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+Statistics for near independence in multivariate extreme values
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+Tail dependence for elliptically contoured distributions
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+Q5445942
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+Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2010.10.010
@@ Property / DOI: 10.1016/J.INSMATHECO.2010.10.010 / rank @@
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