The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution

DOI10.1007/s10687-011-0132-zzbMath1329.62236OpenAlexW1987660490MaRDI QIDQ906647

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Publication date: 22 January 2016

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-011-0132-z

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