Pages that link to "Item:Q6174090"
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The following pages link to Measuring non-exchangeable tail dependence using tail copulas (Q6174090):
Displaying 7 items.
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Assessing bivariate tail non-exchangeable dependence (Q2273722) (← links)
- (Q3307420) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- (Q5456158) (← links)
- Multivariate tail dependence and local stochastic dominance (Q6200941) (← links)