Pages that link to "Item:Q1659125"
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The following pages link to Asymmetry in tail dependence in equity portfolios (Q1659125):
Displaying 3 items.
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
- Detecting Structural Differences in Tail Dependence of Financial Time Series (Q6626314) (← links)
