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"Copula-based conditional tail indices."

Vincenzo Coia, Harry Joe, Natalia Nolde (2024)

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DOI: 10.1016/J.JMVA.2023.105268

access: closed

type: Journal Article

metadata version: 2024-07-16

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Vincenzo Coia, Harry Joe, Natalia Nolde:
Copula-based conditional tail indices. J. Multivar. Anal. 201: 105268 (2024)

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