Mohalilou Aleiyouka, Alexandre Berred, Mohammad Ahsanullah. Tail dependence coefficient of generalized hyperbolic distribution. JSTA, 16(3):375-381, 2017. [doi]
@article{AleiyoukaBA17,
title = {Tail dependence coefficient of generalized hyperbolic distribution},
author = {Mohalilou Aleiyouka and Alexandre Berred and Mohammad Ahsanullah},
year = {2017},
doi = {10.2991/jsta.2017.16.3.9},
url = {https://doi.org/10.2991/jsta.2017.16.3.9},
researchr = {https://researchr.org/publication/AleiyoukaBA17},
cites = {0},
citedby = {0},
journal = {JSTA},
volume = {16},
number = {3},
pages = {375-381},
}