Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Testing and dating structural changes in copula-based dependence measures - MaRDI portal

Testing and dating structural changes in copula-based dependence measures (Q5073383)

From MaRDI portal
scientific article; zbMATH DE number 7522676
Language Label Description Also known as
English
Testing and dating structural changes in copula-based dependence measures
scientific article; zbMATH DE number 7522676

    Statements

    title
    Testing and dating structural changes in copula-based dependence measures (English)
    0 references
    author
    Florian Stark
    0 references
    Sven Otto
    0 references
    publication date
    6 May 2022
    0 references
    zbMATH Keywords
    dependence measure testing
    0 references
    Spearman's rho
    0 references
    quantile dependence
    0 references
    portfolio optimization
    0 references
    cites work
    Q4082864
    0 references

    Identifiers

    zbMATH DE Number
    7522676
    0 references
    OpenAlex ID
    W3107605720
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5073383&oldid=36798187"
    Powered by MediaWiki