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Copulas: Tales and facts

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“But he does not wear any clothes” said the little child in Hans Christian Andersen’s “The Emperor’s New Clothes.”

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Authors and Affiliations

  1. Laboratory of Actuarial Mathematics, University of Copenhagen, Universitetsparken 5, DK-2100, Copenhagen, Denmark

    Thomas Mikosch

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  1. Thomas Mikosch
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Correspondence to Thomas Mikosch.

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Mikosch’s research is partially supported by the Danish Research Council (SNF) GrantNo 21-04-0400. This is a discussion paper which was initiated at the 4th InternationalConference on Extreme Value Analysis in Gothenburg, 15–19 August, 2005; seehttp://www.math.ku.dk/~mikosch/maphysto_extremes_2005/extremes.

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Mikosch, T. Copulas: Tales and facts. Extremes 9, 3–20 (2006). https://doi.org/10.1007/s10687-006-0015-x

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