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

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-.1016/j.econlet.2010.12.008
@@ Property / DOI: 10.1016/j.econlet.2010.12.008 / rank @@
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
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+Asymmetric extreme interdependence in emerging equity markets
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+The distribution of the maximum Brownian excursion
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+Range vs. maximum in the OLS-based version of the CUSUM test
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+The Cusum Test with Ols Residuals
@@ Property / cites work: The Cusum Test with Ols Residuals / rank @@
+Normal rank
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+Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market
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+.1016/J.ECONLET.2010.12.008
@@ Property / DOI: 10.1016/J.ECONLET.2010.12.008 / rank @@
+Normal rank