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

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+Q5560061
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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
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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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