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