The Unholy Trinity: Fat Tails, Tail Dependence, and Micro-Correlations

Author(s):  
Carolyn Kousky ◽  
Roger M. Cooke
Keyword(s):  
2020 ◽  
Author(s):  
Charles F. Mason ◽  
Neil A. Wilmot

2017 ◽  
Vol 32 (6) ◽  
pp. 1156-1177 ◽  
Author(s):  
Alexis Akira Toda ◽  
Kieran James Walsh

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