- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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1 Online-Ressource.
- Language
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Englisch
- Bibliographic citation
-
Tail dependence of perturbed copulas ; volume:15 ; number:2 ; day:1 ; month:6 ; year:2016 ; pages:153-160 ; date:6.2016
Journal of Statistical Theory and Applications ; 15, Heft 2 (1.6.2016), 153-160, 6.2016
- Classification
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Wirtschaft
- Creator
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Komorník, Jozef
Komorníková, Magda
Kalická, Jana
Nguyen, Cuong
- Contributor
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SpringerLink (Online service)
- DOI
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10.2991/jsta.2016.15.2.5
- URN
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urn:nbn:de:101:1-2024031821033548267313
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:46 AM CEST
Data provider
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Associated
- Komorník, Jozef
- Komorníková, Magda
- Kalická, Jana
- Nguyen, Cuong
- SpringerLink (Online service)
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On modeling financial risk with tail copulas
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Recovering the most entropic copulas from preliminary knowledge of dependence
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Some results on weak and strong tail dependence coefficients for means of copulas
Multiplier bootstrap of tail copulas - with applications
On modeling financial risk with tail copulas
A note on upper tail behavior of Liouville copulas
Dependence modeling using vine copulas in insurance
Copulae and tail dependence
Characterization of dependence of multidimensional Lévy processes using Lévy copulas
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