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Results for Tail dependence index
Publications & Outputs
Extremal financial risk models and portfolio evaluation
Zhang, Z.
&
Huang, J.
,
15/12/2006
,
In:
Computational Statistics and Data Analysis.
51
,
4
,
p. 2313-2338
26 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review