- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
In: Studies in Nonlinear Dynamics & Econometrics ; 19 (2015), 4. - S. 501-529. - ISSN 1081-1826. - eISSN 1558-3708
- Classification
-
Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Konstanz
- (who)
-
Bibliothek der Universität Konstanz
- (when)
-
2016
- Creator
- URN
-
urn:nbn:de:bsz:352-0-302906
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:47 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Großmaß, Lidan
- Poon, Ser-Huang
- Bibliothek der Universität Konstanz
Time of origin
- 2016
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Tail dependence in financial markets: A dynamic copula approach
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Pair-copula constructions of multiple dependence
Dynamic structured copula models
Testing asymmetry in dependence with copula-coskewness
Estimating correlation using intraday price data in financial markets
A copula-based nonparametric measure of regression dependence
Empirical and sequential empirical copula processes under serial dependence
Estimating tail dependence of elliptical distributions