Estimating the tail-dependence coefficient: Properties and pitfalls
| Year of publication: |
2005
|
|---|---|
| Authors: | Frahm, Gabriel ; Junker, Markus ; Schmidt, Rafael |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 37.2005, 1, p. 80-100
|
| Publisher: |
Elsevier |