Copula estimation for nonsynchronous financial data (Q6108882)
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scientific article; zbMATH DE number 7705111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula estimation for nonsynchronous financial data |
scientific article; zbMATH DE number 7705111 |
Statements
Copula estimation for nonsynchronous financial data (English)
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30 June 2023
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asynchronicity
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high-frequency data
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dependence structure
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correlation
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Kendall's Tau
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