%0 Journal Article %1 Starica1999 %A Starica, Catalin %D 1999 %J Journal of Empirical Finance %K Multivariate extreme theory value %N 5 %P 515--553 %T Multivariate extremes for models with constant conditional correlations %U http://www.sciencedirect.com/science/article/B6VFG-405KF8G-5/1/774aea45bd22f75ca01b20cffb99ddbd %V 6

@article{Starica1999, added-at = {2008-04-23T22:05:04.000+0200}, author = {Starica, Catalin}, biburl = {https://www.bibsonomy.org/bibtex/2c24ec08d01b8a7962d522899d21e3759/smicha}, interhash = {348e2b7668bb409268ffbfbe797948d5}, intrahash = {c24ec08d01b8a7962d522899d21e3759}, journal = {Journal of Empirical Finance}, keywords = {Multivariate extreme theory value}, month = Dec, number = 5, pages = {515--553}, timestamp = {2008-04-23T22:23:27.000+0200}, title = {Multivariate extremes for models with constant conditional correlations}, url = {http://www.sciencedirect.com/science/article/B6VFG-405KF8G-5/1/774aea45bd22f75ca01b20cffb99ddbd}, volume = 6, year = 1999 }