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"On heavy-tailed risks under Gaussian copula: The effects of marginal ..."
Bikramjit Das, Vicky Fasen-Hartmann (2024)
- Bikramjit Das, Vicky Fasen-Hartmann:
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation. J. Multivar. Anal. 202: 105310 (2024)
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