Tail dependence functions and vine copulas

Subscribe to email list

Please select the email list(s) to which you wish to subscribe.

User menu

You are here

  1. Department of Statistics
  2. Tail dependence functions and vine copulas

Tail dependence functions and vine copulas

TitleTail dependence functions and vine copulas
Publication TypeJournal Article
AuthorsJoe, H, Li, H, Nikoloulopoulos, AK