The simple econometrics of tail dependence
Maarten R. C. van Oordt; Chen Zhou
| Year of publication: |
2012
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|---|---|
| Authors: | Oordt, Maarten R. C. van ; Chen Zhou |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 116.2012, 3, p. 371-373
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| Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Nichtparametrisches Verfahren | Nonparametric statistics | Ökonometrie | Econometrics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009674350