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20162023
most citedCharacterization of multivariate Bernoulli distributions with given margins

3 citations · 4 across the 8 of their papers we have counts for

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math.ST2020

On non-linear dependence of multivariate subordinated Lévy processes

Elvira Di Nardo, Marina Marena, Patrizia Semeraro

Multivariate subordinated Lévy processes are widely employed in finance for modeling multivariate asset returns. We propose to exploit non-linear dependence among financial assets…