Damien Bosc

Ecole Polytechnique, Paris - Department of Economic Sciences

Ecole Polytechnique

Department of Economics

Paris, 75005

France

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Scholarly Papers (1)

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Extreme Dependence for Multivariate Data

Number of pages: 23 Posted: 27 Dec 2010 Last Revised: 08 Apr 2013
Damien Bosc and Alfred Galichon
Ecole Polytechnique, Paris - Department of Economic Sciences and NYU, Department of Economics and Courant Institute
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Abstract:

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multivariate dependence, extreme dependence, multivariate stress tests