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Tail dependence of OLS
Oorschot, Jochem
;
Chen Zhou
- In:
Econometric theory
38
(
2022
)
2
,
pp. 273-300
Persistent link: https://www.econbiz.de/10013187225
Saved in:
2
Systematic risk under extremely adverse market conditions
Oordt, Maarten van
;
Chen Zhou
-
2011
Persistent link: https://www.econbiz.de/10008901175
Saved in:
3
The simple econometrics of tail dependence
Oordt, Maarten R. C. van
;
Chen Zhou
-
2011
Persistent link: https://www.econbiz.de/10009011307
Saved in:
4
Tail and nontail memory with applications to extreme value and robust statistics
Hill, Jonathan B.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 844-884
Persistent link: https://www.econbiz.de/10009311730
Saved in:
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