Extremal dependence tests for contagion (Q5862490)
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scientific article; zbMATH DE number 7486307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal dependence tests for contagion |
scientific article; zbMATH DE number 7486307 |
Statements
Extremal dependence tests for contagion (English)
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9 March 2022
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co-skewness
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co-kurtosis
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co-volatility
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contagion testing
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extremal dependence
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financial crisis
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Lagrange multiplier tests
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