A simple nonparametric test for structural change in joint tail probabilities
| Year of publication: |
2011
|
|---|---|
| Authors: | Krämer, Walter ; van Kampen, Maarten |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 110.2011, 3, p. 245-248
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