@article { ISI:000279291200002,
	title = {Extreme value properties of multivariate t copulas},
	journal = {Extremes},
	volume = {12},
	number = {2},
	year = {2009},
	month = {JUN},
	pages = {129-148},
	publisher = {Springer},
	type = {Article},
	abstract = {The extremal dependence behavior of t copulas is examined and their extreme value limiting copulas, called the t-EV copulas, are derived explicitly using tail dependence functions. As two special cases, the Husler-Reiss and the Marshall-Olkin distributions emerge as limits of the t-EV copula as the degrees of freedom go to infinity and zero respectively. The t copula and its extremal variants attain a wide range in the set of bivariate tail dependence parameters.},
	keywords = {Extreme value, t Copula, Tail dependence function},
	issn = {1386-1999},
	doi = {10.1007/s10687-008-0072-4},
	author = {Nikoloulopoulos, Aristidis K. and Joe, Harry and Li, Haijun}
}
