Change-point analysis for dependence structures in finance and insurance

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Risk Measures for the 21st Century
Editors	Giorgio Szegö
Publisher	Wiley-Blackwell
Pages	321-335
ISBN (Print)	978-0-470-86154-7
Publication status	Published - 2004

Cite this

@inbook{e266fb9462e1431e99d1aaac472f14b6,

title = "Change-point analysis for dependence structures in finance and insurance",

author = "Alexandra Dias and Paul Embrechts",

year = "2004",

language = "English",

isbn = "978-0-470-86154-7",

pages = "321--335",

editor = "Giorgio Szeg{\"o}",

booktitle = "Risk Measures for the 21st Century",

publisher = "Wiley-Blackwell",

address = "United States",

}