The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution
type: Item
instance of: scholarly article
title: The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution
zbMATH Open document ID: 1329.62236
author: Stephan Schlueter
author: Matthias Fischer
published in: Extremes
publication date: 2016-01-22T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 6534693
zbMATH Keywords: extreme value theory
zbMATH Keywords: tail dependence
zbMATH Keywords: hyperbolic tail quantile
zbMATH Keywords: copula
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: s10687-011-0132-z
OpenAlex ID: W1987660490
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DOI: 10.1007/S10687-011-0132-Z
description: scientific article; zbMATH DE number 6534693