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- Marco Corazza & Elisa Scalco, 2015. " Verifying the R�nyi dependence axioms for a non-linear bivariate comovement index," Working Papers 2015:11, Department of Economics, University of Venice "Ca' Foscari".
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More about this item
KeywordsComonotonicity; Comonotonic processes; Jump processes; Risk sharing schemes; Pareto optimal allocations;
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