On measures of concordance

Journal Articles Stochastica Year : 1984

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Marco Scarsini

Dipartimento di Scienze Economiche e Aziendali

Concordance Copula Fréchet Class

Humanities and Social Sciences Business administration

https://hal-hec.archives-ouvertes.fr/hal-00542380

Submitted on : Thursday, December 2, 2010-2:27:09 PM

Last modification on : Saturday, June 25, 2022-10:51:33 AM

hal-00542380 , version 1 (02-12-2010)

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