Micro Correlations and Tail Dependence

RM Cooke, C Kousky, H Joe

    Research output: Chapter in Book/Conference proceedings/Edited volumeChapterScientific

    Original languageEnglish
    Title of host publicationDependece Modeling. Vine Copula Handbook
    EditorsD Kurowicka, H Joe
    Place of PublicationSingapore
    PublisherWorld Scientific Publishing
    Number of pages368
    ISBN (Print)978-981-4299-87-9
    Publication statusPublished - 2011


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