Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583): Difference between revisions
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Revision as of 15:18, 28 February 2024
scientific article; zbMATH DE number 6162271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns |
scientific article; zbMATH DE number 6162271 |
Statements
Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (English)
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13 May 2013
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copula
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extreme value theory
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nonparametric estimation
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stock
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tail dependence
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volatility indices
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