Some results on weak and strong tail dependence coefficients for means of copulas
Year of publication: |
2007
|
---|---|
Authors: | Fischer, Matthias J. ; Klein, Ingo |
Institutions: | Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg |
Subject: | Tail Dependence | Extreme-value copulas | arithmetic and geometric mean |
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