Tail Dependence of the Gaussian Copula Revisited
Year of publication: |
2016
|
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Authors: | Furman, Edward |
Other Persons: | Kuznetsov, Alexey (contributor) ; Su, Jianxi (contributor) ; Zitikis, Ricardas (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Insurance: Mathematics and Economics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 28, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2558675 [DOI] |
Classification: | C02 - Mathematical Methods ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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