Study the long memory effects in tail dependence based on copula models

MaRDI QIDQ2951334zbMATH OpenFDO

Authors Yuting Gong, Xu Zheng

Publication date 6 January 2017

zbMATH Keywords

copulalong memorystock markettail dependence

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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(3)

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