"Tails of multivariate Archimedean copulas."

Arthur Charpentier, Johan Segers (2009)

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DOI: 10.1016/J.JMVA.2008.12.015

access: open

type: Journal Article

metadata version: 2021-02-17

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Arthur Charpentier, Johan Segers:
Tails of multivariate Archimedean copulas. J. Multivar. Anal. 100(7): 1521-1537 (2009)

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