A simple nonparametric test for structural change in joint tail probabilities (Q531413): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:48, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple nonparametric test for structural change in joint tail probabilities |
scientific article |
Statements
A simple nonparametric test for structural change in joint tail probabilities (English)
0 references
29 April 2011
0 references
stock returns
0 references
copulas
0 references
structural change
0 references
