Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384)
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scientific article; zbMATH DE number 7413366
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Detecting departures from meta-ellipticity for multivariate stationary time series |
scientific article; zbMATH DE number 7413366 |
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Detecting departures from meta-ellipticity for multivariate stationary time series (English)
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22 October 2021
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elliptical copula
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empirical process
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financial log returns
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goodness-of-fit test
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subsampling bootstrap
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0.8428629
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0.8390553
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0.8384793
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0.8379848
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0.8377771
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0.83625215
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