DETECTING AND MODELING TAIL DEPENDENCE (Q4653012)
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scientific article; zbMATH DE number 2139685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DETECTING AND MODELING TAIL DEPENDENCE |
scientific article; zbMATH DE number 2139685 |
Statements
DETECTING AND MODELING TAIL DEPENDENCE (English)
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28 February 2005
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Tail dependence
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runs
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Garch
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Markov chain
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efficient market hypothesis
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