Exploring the ? copula construction method for Archimedean copulas: Discussion of three ? types
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- MICHIELS, Frederik & DE SCHEPPER, Ann, 2009. "Understanding copula transforms: A review of dependence properties," Working Papers 2009012, University of Antwerp, Faculty of Applied Economics.
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KeywordsCopula; Kendall’s ?; Multiparametric Archimedean copula family; Tail dependence;
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