Extremal Copulas and Tail Dependence in Modeling Stochastic Financial Risk. European Journal of Pure and Applied Mathematics, Maryland, USA, v. 14, n. 3, p. 1057–1081, 2021. DOI: 10.29020/nybg.ejpam.v14i3.3951. Disponível em: https://www.ejpam.com/index.php/ejpam/article/view/3951.. Acesso em: 17 jun. 2024.