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1. Copula structure analysis


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2. Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case


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3. Dependence estimation and visualization in multivariate extremes with application to financial data

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4. On Dependence and Extremes

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5. Copula Structure Analysis

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6. Copula structure analysis based on robust and extreme dependence measures

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7. Tails of credit default portfolios

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8. Copula structure analysis based on robust and extreme dependence measures

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9. Modelling, Estimation and Visualization of Multivariate Dependence for Risk Management

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10. Semi-parametric models for the multivariate tail dependence function - the Asymptotically Dependent

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