Multivariate extremes for models with constant conditional correlations
Autor: | Stărică, Cătălin * |
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Zdroj: | In Journal of Empirical Finance 1999 6(5):515-553 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Stărică, Cătălin * |
---|---|
Zdroj: | In Journal of Empirical Finance 1999 6(5):515-553 |
Databáze: | ScienceDirect |
Externí odkaz: |