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Paths and indices of maximal tail dependence
Furman, Edward; Su, Jianxi; Zitikis, Ričardas - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
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Tail dependence of the Gaussian copula revisited
Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, … - In: Insurance / Mathematics & economics 69 (2016), pp. 97-103
Persistent link: https://www.econbiz.de/10011530927
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A statistical methodology for assessing the maximal strength of tail dependence
Sun, Ning; Yang, Chen; Zitikis, Ričardas - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 799-825
Persistent link: https://www.econbiz.de/10012307385