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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Forecasting model"
~subject:"Martingale"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
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2021
Persistent link: https://www.econbiz.de/10012586114
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Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
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Modeling within- and across-customer association in lifetime value with copulas
Glady, Nicolas
;
Lemmens, Aurélie
;
Croux, Christophe
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2010
Persistent link: https://www.econbiz.de/10008664215
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