Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"tail dependence functions"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
EGARCH
1
pair-copula constructions
1
portfolio optimization
1
regular vines
1
tail dependence functions
1
Online availability
All
Free
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Travkin, A.
1
Published in...
All
Journal of the New Economic Association
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
Did you mean
:
subject:"tail dependence function"
(12 results)
1
Estimating Pair-Copula Constructions Using Empirical
Tail
Dependence
Functions
: an Application to Russian Stock Market
Travkin, A.
- In:
Journal of the New Economic Association
25
(
2015
)
1
,
pp. 39-55
is done by minimizing the distances between theoretical and empirical
tail
dependence
functions
. This method is believed …
Persistent link: https://www.econbiz.de/10011276286
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
