[Dependence P&E] Paper: Copulas, diagonals and tail dependence
- From: "Durante Fabrizio (P)" <fabrizio.durante@xxxxxxxx>
- To: "'dependence@xxxxxxxxxxxxx'" <dependence@xxxxxxxxxxxxx>
- Date: Tue, 17 Feb 2015 08:36:52 +0000
Fabrizio Durante, Juan Fernandez-Sanchez and Roberta Pappadà (2015)
Copulas, diagonals and tail dependence
http://dx.doi.org/10.1016/j.fss.2014.03.014
The following link will provide free access to the article until March 18, 2015
http://authors.elsevier.com/a/1QRZebXEsjoR9
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