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The simple econometrics of tail dependence

Maarten R. C. van Oordt and Chen Zhou
Year of publication:
2011
Authors: Oordt, Maarten R. C. van ; Chen Zhou
Publisher: Amsterdam
Subject: Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Ausreißer | Outliers | Theorie | Theory
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