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Lévy Copulas: Dynamics and Transforms of Upsilon Type |
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| Authors: | OLE E. BARNDORFF-NIELSEN ALEXANDER M. LINDNER |
| Affiliation: | Department of Mathematical Sciences, University of Aarhus; Centre for Mathematical Sciences, Munich University of Technology |
| Abstract: | |
| Keywords: | Goldie–Steutel–Bondesson class homogeneous Lévy copula infinitely divisible distribution Lévy class Lévy copula Lévy process self-decomposable distribution Thorin class |