Title | Multivariate extreme value copulas with factor and tree dependence structures |
Publication Type | Journal Article |
Year of Publication | 2018 |
Authors | Lee, D, Joe, H |
Journal | Extremes |
Volume | 21 |
Pagination | 147-176 |
Date Published | MAR |
DOI | 10.1007/s10687-017-0298-0 ISSN = 1386-1999 |