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Hierarchical Archimedean Copulas

Jan Górecki, Ostap Okhrin
openaire   +1 more source

Symmetric Archimedean Copulas

2019
openaire   +1 more source

Assessing an Archimedean Utility Copula

2018
openaire   +1 more source
copula
archimedean copula
tail dependence
dependence
copulas
kendall’s tau
60e05
kendall's tau
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