Multivariate elliptically contoured stable distributions: theory and estimation

A Method for Simulating Stable Random Variables

J. Chambers, C. L. Mallows, B. W. Stuck · Journal of the American Statistical Association · 1976 · 1.1K citations

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Rafael Schmidt · Mathematical Methods of Operations Research · 2002 · 157 citations

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The Grouped t-Copula with an Application to Credit Risk

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