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~accessRights:"free"
~isPartOf:"Working paper series / Ipag Business School : working paper"
~person:"Dhaene, Jan"
~person:"Hammoudeh, Shawkat"
~person:"Vanduffel, Steven"
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TWO-COMPONENT EXTREME VALUE DI...
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Commodity derivative
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Working paper series / Ipag Business School : working paper
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Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
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2014
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