"Tail dependence of skew t-copulas."

Tõnu Kollo, Gaida Pettere, Marju Valge (2017)

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DOI: 10.1080/03610918.2014.988979

access: closed

type: Journal Article

metadata version: 2020-05-10

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Tõnu Kollo, Gaida Pettere, Marju Valge:
Tail dependence of skew t-copulas. Commun. Stat. Simul. Comput. 46(2): 1024-1034 (2017)

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