The weak tail dependence coefficient of the GH distribution

Schlüter S, Fischer M (2012)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2012

Journal

Extremes Springer Verlag (Germany)

Publisher: Springer Verlag (Germany)

Book Volume: 15

Pages Range: 159-174

Journal Issue: 2

Authors with CRIS profile

Matthias Fischer Fachbereich Wirtschaftswissenschaften

How to cite

APA:

Schlüter, S., & Fischer, M. (2012). The weak tail dependence coefficient of the GH distribution. Extremes, 15(2), 159-174.

MLA:

Schlüter, Stephan, and Matthias Fischer. "The weak tail dependence coefficient of the GH distribution." Extremes 15.2 (2012): 159-174.

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