A simple nonparametric test for structural change in joint tail probabilities (Q531413)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5882479
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A simple nonparametric test for structural change in joint tail probabilities |
scientific article; zbMATH DE number 5882479 |
Statements
A simple nonparametric test for structural change in joint tail probabilities (English)
0 references
29 April 2011
0 references
stock returns
0 references
copulas
0 references
structural change
0 references
0.7661789655685425
0 references
0.7568085193634033
0 references
0.755277693271637
0 references
0.749042272567749
0 references
0.7488647699356079
0 references
