Multivariate Tail Moments for Log-Elliptical Dependence Structures as Measures of Risks

Zinoviy Landsman, Tomer Shushi. Multivariate Tail Moments for Log-Elliptical Dependence Structures as Measures of Risks. Symmetry, 13(4):559, 2021. [doi]

Authors

Zinoviy Landsman

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Tomer Shushi

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