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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
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81
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
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82
Consumption partial insurance in the presence of tail income risk
Ghosh, Anisha
;
Theloudis, Alexandros
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2023
Persistent link: https://www.econbiz.de/10014339954
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83
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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84
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
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2021
Persistent link: https://www.econbiz.de/10012439457
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85
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
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2023
Persistent link: https://www.econbiz.de/10013475286
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