A non-stationary paradigm for the dynamics of multivariate financial returns
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Publication:3416901
DOI10.1007/0-387-36062-X_18zbMath1110.62144MaRDI QIDQ3416901
Stefano Herzel, Reha H. Tütüncü, Cătălin Stărică
Publication date: 9 January 2007
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
Multivariate distribution of statistics (62H10) Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)