Estimating asymptotic dependence functionals in multivariate regularly varying models
- Journal Article
Rights / licenseIn Copyright - Non-Commercial Use Permitted
Journal / seriesLithuanian mathematical journal
Pages / Article No.
SubjectTail dependence; Multivariate regular variation; Portfolio risk; Functional CLT; Functional SLLN
NotesReceived 14 September 2011. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
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