Nonparametric tests for constant tail dependence with an application to energy and finance
Axel Bücher, Stefan Jäschke, Dominik Wied
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Bücher, Axel ; Jäschke, Stefan ; Wied, Dominik |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 154-168
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| Subject: | Break-point detection | Multiplier bootstrap | Tail dependence | Weak convergence | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Multiplikator | Multiplier | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011498799