@article{publication-18054,
	author={N{\"a}f, Jeffrey and Paolella, Marc S and Polak, Paweł},
	doi={10.1016/j.jmva.2019.02.004},
	issn={0047-259X},
	journal={Journal of Multivariate Analysis},
	pages={84-106},
	publisher={Elsevier},
	title={Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition},
	volume=172,
	year=2019,
}