The simple econometrics of tail dependence (Q694905)
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scientific article; zbMATH DE number 6117178
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The simple econometrics of tail dependence |
scientific article; zbMATH DE number 6117178 |
Statements
The simple econometrics of tail dependence (English)
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19 December 2012
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tail dependence
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regression analysis
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extreme value theory
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0.8275079727172852
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0.8258346915245056
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0.814577579498291
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0.8025935292243958
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