Copula Representations for Invariant Dependence Functions

Innovations in Quantitative Risk Management - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-09114-3_24 ◽

2015 ◽

pp. 411-421 ◽

Cited By ~ 3

Author(s):

Jayme Pinto ◽

Nikolai Kolev

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