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On measures of concordance

Marco Scarsini 1, 2
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
2 Dipartimento di Scienze Economiche e Aziendali
Mots-clés : Concordance Copula Fréchet Class
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https://hal-hec.archives-ouvertes.fr/hal-00542380
Contributor : Antoine Haldemann <>
Submitted on : Thursday, December 2, 2010 - 2:27:09 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00542380, version 1

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Marco Scarsini. On measures of concordance. Stochastica, 1984, Vol. 8, N°3, pp. 201-218. ⟨hal-00542380⟩

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