The simple econometrics of tail dependence
| Year of publication: |
2012
|
|---|---|
| Authors: | van Oordt, Maarten R.C. ; Zhou, Chen |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 116.2012, 3, p. 371-374
|