Pages that link to "Item:Q2271709"

The following pages link to Serial dependence in ARCH-models as measured by tail dependence coefficients (Q2271709):

Displaying 2 items.

• Tail dependence between order statistics (Q764486) (← links)
• Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1) (Q2904885) (← links)