Parametric tail copula estimation and model testing

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Publication:928859

DOI10.1016/j.jmva.2007.08.003zbMath1141.62011OpenAlexW2052052930MaRDI QIDQ928859

Liang Peng, Cláudia Neves, Laurens De Haan

Publication date: 11 June 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.08.003




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