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Nonparametric estimation of general multivariate tail dependence and applications to financial time series |
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| Authors: | Yuri Salazar Wing Lon Ng |
| Institution: | 1. Centre for Financial Risk, Faculty of Business and Economics, Macquarie University, Sydney, NSW, 2109, Australia 2. Centre for Computational Finance and Economic Agents (CCFEA), University of Essex, Wivenhoe Park, Colchester, CO4 3SQ, UK |
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