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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+Walter Kramer
@@ Property / author: Walter Kramer / rank @@
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+Ox
@@ Property / describes a project that uses: Ox / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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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
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@@ Property / cites work @@
+The distribution of the maximum Brownian excursion
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@@ Property / cites work @@
+Range vs. maximum in the OLS-based version of the CUSUM test
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@@ 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
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@@ Property / DOI @@
+.1016/J.ECONLET.2010.12.008
@@ Property / DOI: 10.1016/J.ECONLET.2010.12.008 / rank @@
+Normal rank