Pages that link to "Item:Q308388"
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The following pages link to Tail dependence measure for examining financial extreme co-movements (Q308388):
Displaying 10 items.
- Tail dependence of the Gaussian copula revisited (Q343977) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Dynamic modeling of tail risk: Applications to China, Hong Kong and other Asian markets (Q836967) (← links)
- An analysis of a heuristic procedure to evaluate tail (in)dependence (Q1667391) (← links)
- Nonparametric inference for distortion risk measures on tail regions (Q2010897) (← links)
- On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior (Q2178946) (← links)
- Measuring large comovements in financial markets (Q2873533) (← links)
- Improving financial risk assessment through dependency (Q3153691) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)
