Testing and dating structural changes in copula-based dependence measures (Q5073383)
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scientific article; zbMATH DE number 7522676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing and dating structural changes in copula-based dependence measures |
scientific article; zbMATH DE number 7522676 |
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Testing and dating structural changes in copula-based dependence measures (English)
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6 May 2022
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dependence measure testing
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Spearman's rho
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quantile dependence
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portfolio optimization
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