A method of moments estimator of tail dependence in meta-elliptical models
Work
Year: 2012
Type: article
Author Andrea Krajina
Institution University of Göttingen
Cites: 37
Cited by: 8
Related to: 10
FWCI: 0.896
Citation percentile (by year/subfield): 81.07
Subfield: Finance
Domain: Social Sciences
Open Access status: closed