Multivariate extremes for models with constant conditional correlations
| Year of publication: |
1999
|
|---|---|
| Authors: | Starica, Catalin |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 6.1999, 5, p. 515-553
|
| Publisher: |
Elsevier |