Comparing and quantifying tail dependence
Karl Friedrich Siburg, Christopher Strothmann, Gregor Weiß
| Year of publication: |
2024
|
|---|---|
| Authors: | Siburg, Karl Friedrich ; Strothmann, Christopher ; Weiß, Gregor |
| Subject: | Dependence modelling | Measure of dependence | Tail dependence | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Ausreißer | Outliers | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.06.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015067023