Multivariate extremes, aggregation and risk estimation
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Author
Hauksson, H. A.
Dacorogna, M.
Domenig, T.
Muller, U.
Samorodnitsky, G.
Abstract
Multivariate extremes, aggregation and risk estimation
Date Issued
2000-07
Publisher
Cornell University Operations Research and Industrial Engineering
Keywords
Previously Published as
1264
Type
technical report