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~isPartOf:"Handbook of heavy tailed distributions in finance"
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Handbook of heavy tailed distributions in finance
Stochastic Processes and their Applications
18
Insurance: Mathematics and Economics
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Journal of Multivariate Analysis
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ASTIN Bulletin ; Vol. 28 - No. 2 - 1998, 171- 181
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Long range dependence in heavy tailed stochastic processes
Racheva-Iotova, Borjana
;
Samorodnitsky, Gennady
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 641-662)
.
2003
Persistent link: https://www.econbiz.de/10001882201
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Modelling dependence with copulas and applications to risk management
Embrechts, Paul
;
Lindskog, Filip
;
McNeil, Alexander J.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 329-384)
.
2003
Persistent link: https://www.econbiz.de/10001882115
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