An application of Kendall distributions and alternative dependence measures: SPX vs. VIX (Q998257): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2006.11.007
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+W2030037428
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+Q3580490
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+On the dependence structure of order statistics
@@ Property / cites work: On the dependence structure of order statistics / rank @@
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+Bivariate dependence properties of order statistics
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+Q4395384
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+Q4382161
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+Stochastic comparisons and dependence among concomitants of order statistics
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+Dependence orderings for generalized order statistics
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+Kendall distribution functions.
@@ Property / cites work: Kendall distribution functions. / rank @@
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+Publication:998257