@misc{miscaf2fe258,
title   = {An implicit measure of tail dependence and its application for identification of the change of dependence between assets in market booms and crashes},
author = {Panzieri Filho, Adonirio and Belitsky, Vladimir and Rocha, Paulo Ricardo Magalhães and Prado, Fernando Pigeard de Almeida},
year = {2006},
publisher = {IME-USP}
}