A comparison of tail dependence estimators (Q2178099)
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scientific article; zbMATH DE number 7197924
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A comparison of tail dependence estimators |
scientific article; zbMATH DE number 7197924 |
Statements
A comparison of tail dependence estimators (English)
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7 May 2020
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tail dependence
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copulas
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simulation
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asset pricing
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0.8217286467552185
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0.8143971562385559
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0.8029016256332397
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0.7956579923629761
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