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A law of uniform seniority for dependent lives
Genest, Christian
;
Kolev, Nikolai
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 726-743
Persistent link: https://www.econbiz.de/10012653669
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On the dependence structure of realized volatilities
Mendes, Beatriz Vaz de Melo
;
Accioly, Victor Bello
- In:
International review of financial analysis
22
(
2012
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010219700
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Multivariate skew distributions based on the GT-Copula
Mendes, Beatriz Vaz de Melo
;
Arslan, Olcay
- In:
Brazilian review of econometrics : the review of the …
26
(
2006
)
2
,
pp. 235-255
Persistent link: https://www.econbiz.de/10003590596
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