OpenAlex
Bivariate extreme value distributions based on polynomial dependence functions
Work
Year: 2006
Type: article
Source: Mathematical Methods in the Applied Sciences
Authors Claudia Klüppelberg, Angelika May
Institutions Technical University of Munich, Center of Advanced European Studies and Research
Cites: 23
Cited by: 14
Related to: 10
FWCI: 0.308
Citation percentile (by year/subfield): 84.96
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed