On tail dependence coefficients of transformed multivariate Archimedean copulas

DOI10.1016/j.fss.2015.08.030zbMath1383.62160OpenAlexW1206145192MaRDI QIDQ1699336

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Publication date: 19 February 2018

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2015.08.030

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