Yaméogo, W., & Barro, D. Modeling the Dependence of Losses of a Financial Portfolio Using Nested Archimedean Copulas. Wiley.
Chicago Style (17th ed.) CitationYaméogo, Wendkouni, and Diakarya Barro. Modeling the Dependence of Losses of a Financial Portfolio Using Nested Archimedean Copulas. Wiley.
MLA (9th ed.) CitationYaméogo, Wendkouni, and Diakarya Barro. Modeling the Dependence of Losses of a Financial Portfolio Using Nested Archimedean Copulas. Wiley.
Warning: These citations may not always be 100% accurate.