scientific article; zbMATH DE number 6448037
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Publication:5256010
zbMATH Open1314.62071MaRDI QIDQ5256010FDOQ5256010
Authors: Burcu Hudaverdi Ucer 
Publication date: 22 June 2015
Full work available at URL: http://www.ceser.in/ceserp/index.php/bse/article/view/2140
Title of this publication is not available (Why is that?)
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Parametric hypothesis testing (62F03) Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
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- Dependence estimation and visualization in multivariate extremes with applications to financial data
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- Extreme interdependency of the high-frequency data in financial markets based on Gumbel copula fuction
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- Exploring the copula approach for the analysis of financial durations
- Time-varying extreme value dependence with application to leading European stock markets
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