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~person:"Asimit, Alexandru V."
~person:"Chernozhukov, Victor"
~source:"econis"
~subject:"Copula"
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Asimit, Alexandru V.
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Tail dependence measure for examining financial extreme co-movements
Asimit, Alexandru V.
;
Gerrard, Russell
;
Hou, Yanxi
; …
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 330-348
Persistent link: https://www.econbiz.de/10011705189
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