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Journal ArticleDOI

Multivariate models and dependence concepts

Harry Joe
- 01 Sep 1998 - 
- Vol. 54, Iss: 3, pp 1201
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TLDR
Introduction.
Abstract
Introduction. Aspects of Interpretation. Technical Considerations. Statistical Analysis. Special Methods for Joint Responses. Some Examples. Strategical Aspects. More Specialized Topics. Appendices.

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Citations
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Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls

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Journal ArticleDOI

Modelling asymmetric exchange rate dependence

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