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Copula estimation for nonsynchronous financial data - MaRDI portal

Copula estimation for nonsynchronous financial data (Q6108882)

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scientific article; zbMATH DE number 7705111
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English
Copula estimation for nonsynchronous financial data
scientific article; zbMATH DE number 7705111

    Statements

    title
    Copula estimation for nonsynchronous financial data (English)
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    author
    Arnab Chakrabarti
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    Rituparna Sen
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    publication date
    30 June 2023
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    zbMATH Keywords
    asynchronicity
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    high-frequency data
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    dependence structure
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    correlation
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    Kendall's Tau
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    Identifiers

    arXiv ID
    1904.10182
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    zbMATH DE Number
    7705111
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    OpenAlex ID
    W4221015136
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