The effect of dependence on European market risk : a nonparametric time varying approach
Jone Ascorbebeitia, Eva Ferreira, and Susan Orbe
| Year of publication: |
2022
|
|---|---|
| Authors: | Ascorbebeitia, Jone ; Ferreira, Eva ; Orbe-Mandaluniz, Susan |
| Subject: | Local stationarity | Multivariate Kendall’s tau | Nonparametric estimator | Time varying copula | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | EU-Staaten | EU countries | Multivariate Analyse | Multivariate analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1883439 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534579