Nonparametric estimation of general multivariate tail dependence and applications to financial time series
Crossref DOI link: https://doi.org/10.1007/s10260-014-0274-7
Published Online: 2014-07-17
Published Print: 2015-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Salazar, Yuri
Ng, Wing Lon
Text and Data Mining valid from 2014-07-17