Tail maximal dependence in bivariate models: estimation and applications (Q2693224)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail maximal dependence in bivariate models: estimation and applications |
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Tail maximal dependence in bivariate models: estimation and applications (English)
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17 March 2023
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extreme co-movements
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copulas
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maximal tail dependence
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financial instruments
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bivariate time series
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