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Multivariate extremes for models with constant conditional correlations Author info | Abstract | Publisher info | Download info | Related research | Statistics Starica, Catalin
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Article provided by Elsevier in its journal Journal of Empirical Finance .
Volume (Year): 6 (1999)
Issue (Month): 5 (December)
Pages: 515-553
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Handle: RePEc:eee:empfin:v:6:y:1999:i:5:p:515-553Contact details of provider: Web page: http://www.elsevier.com/locate/jempfin
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