The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (Q2135592)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series |
scientific article |
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The general tail dependence function in the Marshall-Olkin and other parametric copula models with an application to financial time series (English)
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9 May 2022
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nonpositive tail dependence
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Marshall-Olkin copulas
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hierarchical Archimedean copulas
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extreme value copulas
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financial asset returns
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