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Discussion of “Copulas: Tales and facts”, by Thomas Mikosch

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References

  • Balkema, G., Embrechts, P.: High Risk Scenarios and Extremes. A Geometric Approach (Book Manuscript), European Mathematical Society, to appear (2006)

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  1. ETH, Zurich, Switzerland

    Paul Embrechts

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  1. Paul Embrechts
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Correspondence to Paul Embrechts.

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Embrechts, P. Discussion of “Copulas: Tales and facts”, by Thomas Mikosch. Extremes 9, 45–47 (2006). https://doi.org/10.1007/s10687-006-0021-z

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