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"Conditional quantiles and tail dependence."

Carole Bernard, Claudia Czado (2015)

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DOI: 10.1016/J.JMVA.2015.01.011

access: open

type: Journal Article

metadata version: 2021-02-17

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Carole Bernard, Claudia Czado:
Conditional quantiles and tail dependence. J. Multivar. Anal. 138: 104-126 (2015)

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