Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372): Difference between revisions

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Latest revision as of 11:23, 10 July 2024

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Nonparametric estimation of general multivariate tail dependence and applications to financial time series
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    Nonparametric estimation of general multivariate tail dependence and applications to financial time series (English)
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    9 July 2015
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    tail dependence
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    copula
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    nonparametric estimation
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    financial asset returns
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