A simple nonparametric test for structural change in joint tail probabilities (Q531413): Difference between revisions

@@ Property / DOI @@
-.1016/j.econlet.2010.12.008
@@ Property / DOI: 10.1016/j.econlet.2010.12.008 / rank @@
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@@ Property / author @@
-Walter Kramer
@@ Property / author: Walter Kramer / rank @@
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@@ Property / author @@
+Walter Kramer
@@ Property / author: Walter Kramer / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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@@ Property / zbMATH DE Number @@
+5882479
@@ Property / zbMATH DE Number: 5882479 / rank @@
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@@ Property / zbMATH Keywords @@
+stock returns
@@ Property / zbMATH Keywords: stock returns / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+copulas
@@ Property / zbMATH Keywords: copulas / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+structural change
@@ Property / zbMATH Keywords: structural change / rank @@
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@@ Property / describes a project that uses @@
+Ox
@@ Property / describes a project that uses: Ox / rank @@
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+MaRDI publication profile
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+W2006730162
@@ Property / OpenAlex ID: W2006730162 / rank @@
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@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymmetric extreme interdependence in emerging equity markets
+Normal rank
@@ Property / cites work @@
+The distribution of the maximum Brownian excursion
+Normal rank
@@ Property / cites work @@
+Range vs. maximum in the OLS-based version of the CUSUM test
+Normal rank
@@ Property / cites work @@
+The Cusum Test with Ols Residuals
@@ Property / cites work: The Cusum Test with Ols Residuals / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market
+Normal rank
@@ Property / DOI @@
+.1016/J.ECONLET.2010.12.008
@@ Property / DOI: 10.1016/J.ECONLET.2010.12.008 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:531413