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"Extreme dependence models based on event magnitude."

Simone A. Padoan (2013)

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DOI: 10.1016/J.JMVA.2013.07.009

access: open

type: Journal Article

metadata version: 2021-02-17

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Simone A. Padoan:
Extreme dependence models based on event magnitude. J. Multivar. Anal. 122: 1-19 (2013)

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