Pages that link to "Item:Q4653012"

The following pages link to DETECTING AND MODELING TAIL DEPENDENCE (Q4653012):

Displaying 3 items.

• Runs tests for assessing volatility forecastability in financial time series (Q704067) (← links)
• Nonparametric estimation of expected shortfall via Bahadur-type representation and Berry–Esséen bounds (Q3390465) (← links)
• Conditional tail behaviour and Value at Risk (Q5440099) (← links)