Metadata only
Date
2007Type
- Journal Article
ETH Bibliography
yes
Altmetrics
Publication status
publishedExternal links
Journal / series
Statistica NeerlandicaVolume
Pages / Article No.
Publisher
Netherlands Society for Statistics and Operations ResearchSubject
copula; dependent random variables; diversification effect; extreme value theoryOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Notes
Received June 2005, Revised April 2007.More
Show all metadata
ETH Bibliography
yes
Altmetrics