Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series

DOI10.1007/978-3-642-39165-1_3zbMath1277.91146OpenAlexW84196524MaRDI QIDQ2864231

Fabrizio Durante

Publication date: 6 December 2013

Published in: Aggregation Functions in Theory and in Practise (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-39165-1_3

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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