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Nonparametric tests for constant tail dependence with an application to energy and finance

Bibliographic reference Bücher, Axel ; Jäschke, Stefan ; Wied, Dominik. Nonparametric tests for constant tail dependence with an application to energy and finance. ISBA Discussion Paper ; 2013/33 (2013) 39 pages
Permanent URL http://hdl.handle.net/2078.1/133105