Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos. Tail dependence functions and vine copulas. J. Multivariate Analysis, 101(1):252-270, 2010. [doi]
@article{JoeLN10,
title = {Tail dependence functions and vine copulas},
author = {Harry Joe and Haijun Li and Aristidis K. Nikoloulopoulos},
year = {2010},
doi = {10.1016/j.jmva.2009.08.002},
url = {http://dx.doi.org/10.1016/j.jmva.2009.08.002},
researchr = {https://researchr.org/publication/JoeLN10},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {101},
number = {1},
pages = {252-270},
}