scientific article; zbMATH DE number 7246951

zbMath1463.62350MaRDI QIDQ5121459

Xue Gong, Songsak Sriboonchitta, Vladik Ya. Kreinovich, Nguyen Trung Hung

Publication date: 14 September 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/1333

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

futuresbivariate extreme value copulaCME groupconsistent margin levels

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Economic time series analysis (91B84)

Uses Software

• ismev

Cites Work

• Unnamed Item
• Dependence structures for multivariate high-frequency data in finance
• Statistics of Extremes
• An introduction to statistical modeling of extreme values

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