Expansions of multivariate Pickands densities and testing the tail dependence
Work
Year: 2008
Type: article
Source: Journal of Multivariate Analysis
Authors Melanie Frick, Rolf–Dieter Reiss
Institution University of Siegen
Cites: 24
Cited by: 8
Related to: 10
FWCI: 1.145
Citation percentile (by year/subfield): 73.4
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze