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~institution:"Tilburg University, Center for Economic Research"
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Tilburg University, Center for Economic Research
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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A Method of Moments Estimator of Tail Dependence
Einmahl, John
;
Krajina, A.
;
Segers, J.J.J.
-
Tilburg University, Center for Economic Research
-
2007
AMS 2000 subject classifications: 60G70, 62H12, 62H15, 62F05, 62F12, 62F25.
Persistent link: https://www.econbiz.de/10011091710
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