Pages that link to "Item:Q4921583"
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The following pages link to Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583):
Displaying 6 items.
- Nonparametric confidence intervals for tail dependence based on copulas (Q505609) (← links)
- Asymmetry in tail dependence in equity portfolios (Q1659125) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- (Q5456158) (← links)
- Measuring non-exchangeable tail dependence using tail copulas (Q6174090) (← links)