Two-Sample Testing for Tail Copulas with an Application to Equity Indices (Q6190777)
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scientific article; zbMATH DE number 7813835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-Sample Testing for Tail Copulas with an Application to Equity Indices |
scientific article; zbMATH DE number 7813835 |
Statements
Two-Sample Testing for Tail Copulas with an Application to Equity Indices (English)
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6 March 2024
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distribution-free testing
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financial crisis
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martingale transformation
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tail copula
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tail dependence
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two-sample testing
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