Jump tail dependence in Lévy copula models (Q385630)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump tail dependence in Lévy copula models |
scientific article |
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Jump tail dependence in Lévy copula models (English)
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2 December 2013
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multivariate Lévy processes
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dependence of jumps
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nonparametric estimation
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strong consistency
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high frequency financial data
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portfolios
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