A simple nonparametric test for structural change in joint tail probabilities (Q531413)
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scientific article; zbMATH DE number 5882479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple nonparametric test for structural change in joint tail probabilities |
scientific article; zbMATH DE number 5882479 |
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A simple nonparametric test for structural change in joint tail probabilities (English)
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29 April 2011
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stock returns
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copulas
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structural change
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