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"Tail dependence of skew t-copulas."
Tõnu Kollo, Gaida Pettere, Marju Valge (2017)
- Tõnu Kollo, Gaida Pettere, Marju Valge:
Tail dependence of skew t-copulas. Commun. Stat. Simul. Comput. 46(2): 1024-1034 (2017)
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