Testing and dating structural changes in copula-based dependence measures (Q5073383)
From MaRDI portal
scientific article; zbMATH DE number 7522676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing and dating structural changes in copula-based dependence measures |
scientific article; zbMATH DE number 7522676 |
Statements
Testing and dating structural changes in copula-based dependence measures (English)
0 references
6 May 2022
0 references
dependence measure testing
0 references
Spearman's rho
0 references
quantile dependence
0 references
portfolio optimization
0 references
0 references
0 references
0 references
0 references
0 references
