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The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution

✍ Scribed by Stephan Schlueter; Matthias Fischer

Book ID: 113065589
Publisher: Springer
Year: 2011
Tongue: English
Weight: 334 KB
Volume: 15
Category: Article
ISSN: 1386-1999
DOI: 10.1007/s10687-011-0132-z

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