Copulas, tail dependence and applications to the analysis of financial time series (Q2864231)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Copulas, tail dependence and applications to the analysis of financial time series |
scientific article; zbMATH DE number 6236199
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Copulas, tail dependence and applications to the analysis of financial time series |
scientific article; zbMATH DE number 6236199 |
Statements
Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series (English)
0 references
6 December 2013
0 references
0.8325989246368408
0 references
0.8234965801239014
0 references
0.8228654861450195
0 references
0.8181033730506897
0 references
0.8126698136329651
0 references