@inproceedings{inproceedings4d9d8579,
title   = {Implicit coefficient of extreme dependence and its application for identification of market's comovements},
author = {Belitsky, Vladimir and Prado, Fernando Pigeard de Almeida and Panzieri, A},
year = {2003},
publisher = {IME-USP},
booktitle   = {Brazilian Conference on Statistical Modelling in Insurance and Finance}
}