The simple econometrics of tail dependence

MRC (Maarten) van Oordt, Chen Zhou

Research output: Contribution to journal › Article › Academic › peer-review

11 Citations (Scopus)

Research programs

@article{34e9d2bc1d2d4c158c4f5a697fca16a4,

title = "The simple econometrics of tail dependence",

author = "\{van Oordt\}, \{MRC (Maarten)\} and Chen Zhou",

year = "2012",

doi = "10.1016/j.econlet.2012.04.016",

language = "Undefined/Unknown",

volume = "116",

pages = "371--373",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "3",

}