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The simple econometrics of tail dependence - MaRDI portal

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The simple econometrics of tail dependence (Q694905)

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scientific article; zbMATH DE number 6117178
Language Label Description Also known as
English
The simple econometrics of tail dependence
scientific article; zbMATH DE number 6117178

    Statements

    title
    The simple econometrics of tail dependence (English)
    0 references
    author
    Chen Zhou
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    publication date
    19 December 2012
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    zbMATH Keywords
    tail dependence
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    regression analysis
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    extreme value theory
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    Identifiers

    zbMATH DE Number
    6117178
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    OpenAlex ID
    W3125943661
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