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Intermediate Tail Dependence: A Review and Some New Results
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Intermediate Tail Dependence: A Review and Some New Results (2013)Intermediate Tail Dependence: A Review an…Tails of multivariate Archimedean copulas (2009)Tails of multivariate Archime…Tail dependence functions and vine copulas (2009)Tail dependence functions and…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Heavy-Tail Phenomena (2007)Heavy-Tail PhenomenaExtreme Value Theory (2006)Extreme Value TheoryExtreme value theory : an introduction (2006)Extreme value theory : an int…An Introduction to Copulas (2006)An Introduction to CopulasStatistical Size Distributions in Economics and Actuarial Sciences (2003)Statistical Size Distribution…Dependence Measures for Extreme Value Analyses (1999)Dependence Measures for Extre…An Introduction to Copulas (1999)An Introduction to CopulasModelling Extremal Events (1997)Modelling Extremal EventsModelling Dependence within Joint Tail Regions (1997)Modelling Dependence within J…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…Modelling Multivariate Extreme Value Distributions (1990)Modelling Multivariate Extrem…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Human behavior and the principle of least effort (1949)Investment in Human Capital: A Theoretical Analysis (1962)Human Capital (1983)Power Laws in Economics and Finance (2009)The Economics of Climate Change (2010)Log-Transform Kernel Density Estimation of Income Distribution (2016)Copula Methods in Finance (2004)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Asymptotics of random contractions (2010)Asymptotics for risk capital allocations based on Conditional Tail Expectation (2011)Second order regular variation and conditional tail expectation of multiple risks (2011)Coherent Measures of Risk (1999)Empirical properties of asset returns: stylized facts and statistical issues (2001)Conditional value-at-risk for general loss distributions (2002)Maximum-Likelihood Estimation (2017)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)The t Copula and Related Copulas (2007)Modelling of extremal events in insurance and finance (1994)Extreme Correlation of International Equity Markets (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Multivariate GARCH models: a survey (2006)Introductory Econometrics for Finance (2008)Statistical Modeling of Spatial Extremes (2012)Power-law distributions in empirical data (2018)Stationary max-stable fields associated to negative definite functions (2009)Selection, Agriculture, and Cross-Country Productivity Differences (2013)Competition, Markups, and the Gains from International Trade (2015)Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads (2016)Statistical Methods for Distributional Analysis (2014)
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  • 2009Tails of multivariate Archimedean copulas1,008 cited
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  • 1999Dependence Measures for Extreme Value Analyses802 cited
  • 1996Statistics for near independence in multivariate extreme values742 cited
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