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A study of one-factor copula models from a tail dependence perspective - MaRDI portal

A study of one-factor copula models from a tail dependence perspective

From MaRDI portal
Publication:6668694

DOI10.1017/ASB.2024.29MaRDI QIDQ6668694

Siyang Tao, Nariankadu D. Shyamalkumar

Publication date: 22 January 2025

Published in: ASTIN Bulletin (Search for Journal in Brave)





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