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ORCID"Tail dependence coefficient of generalized hyperbolic distribution."
Mohalilou Aleiyouka, Alexandre Berred, Mohammad Ahsanullah (2017)
- Mohalilou Aleiyouka, Alexandre Berred, Mohammad Ahsanullah:
Tail dependence coefficient of generalized hyperbolic distribution. J. Stat. Theory Appl. 16(3): 375-381 (2017)
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