"On heavy-tailed risks under Gaussian copula: The effects of marginal ..."

Bikramjit Das, Vicky Fasen-Hartmann (2024)

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DOI: 10.1016/J.JMVA.2024.105310

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type: Journal Article

metadata version: 2024-10-06

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Bikramjit Das, Vicky Fasen-Hartmann:
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation. J. Multivar. Anal. 202: 105310 (2024)

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