Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381)
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scientific article; zbMATH DE number 6477243
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Nonparametric tests for constant tail dependence with an application to energy and finance |
scientific article; zbMATH DE number 6477243 |
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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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0.8941337
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0.8760534
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0.8741524
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0.8736147
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0.86810625
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0.86216503
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0.85747224
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0.85668445
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