Pages that link to "Item:Q1931856"
From MaRDI portal
The following pages link to Extremal dependence of copulas: a tail density approach (Q1931856):
Displaying 9 items.
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation (Q5742648) (← links)
