A simple nonparametric test for structural change in joint tail probabilities (Q531413)

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A simple nonparametric test for structural change in joint tail probabilities
scientific article

    Statements

    title
    A simple nonparametric test for structural change in joint tail probabilities (English)
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    author
    Maarten van Kampen
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    Walter Kramer
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    publication date
    29 April 2011
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    zbMATH Keywords
    stock returns
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    copulas
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    structural change
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    Identifiers

    zbMATH DE Number
    5882479
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    OpenAlex ID
    W2006730162
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