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Archimedean copulas with applications to $${{\mathrm{VaR}}}$$ VaR estimation
Statistical Methods and Applications, 2015Konrad A Furmańczyk
exaly
On tail dependence coefficients of transformed multivariate Archimedean copulas
Fuzzy Sets and Systems, 2016exaly
Two new generators of Archimedean copulas with their properties
Communications in Statistics - Theory and MethodsAgnideep Aich
exaly