Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347)
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English | Copula-based measures of asymmetry between the lower and upper tail probabilities |
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Copula-based measures of asymmetry between the lower and upper tail probabilities (English)
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21 December 2022
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asymptotic theory
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bootstrap
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extreme value theory
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Gaussian process
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stock daily return
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