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Nonparametric estimation of general multivariate tail dependence and applications to financial time series

Salazar, Yuri and Ng, Wing Lon (2015) Nonparametric estimation of general multivariate tail dependence and applications to financial time series. Statistical Methods & Applications, 24 (1). pp. 121-158. DOI https://doi.org/10.1007/s10260-014-0274-7



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Full text not available from this repository. http://dx.doi.org/10.1007/s10260-014-0274-7

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