Lower Tail Dependence for Archimedean Copulas : Characterizations and Pitfalls
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Cited by:
- Charpentier, Arthur & Segers, Johan, 2008.
"Convergence of Archimedean copulas,"
Statistics & Probability Letters, Elsevier, vol. 78(4), pages 412-419, March.
- Charpentier, A. & Segers, J.J.J., 2006. "Convergence of Archimedean Copulas," Discussion Paper 2006-28, Tilburg University, Center for Economic Research.
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