The ART of dependence modelling: the latest advances in correlation analysis

Peter Blum, Alexandra Dias, Paul Embrechts

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationAlternative Risk Strategies
Editors Morton Lane
Place of PublicationLondon
PublisherRisk books
Pages339
Number of pages356
ISBN (Print)978-1899332632
Publication statusPublished - 2002

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