Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric tests for constant tail dependence with an application to energy and finance |
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Nonparametric tests for constant tail dependence with an application to energy and finance (English)
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1 September 2015
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break-point detection
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multiplier bootstrap
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tail dependence
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weak convergence
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