Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
Year of publication: |
2012
|
---|---|
Authors: | Tsionas, Efthymios G. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 11, p. 1986-1989
|
Publisher: |
Elsevier |
Subject: | Multivariate stable distributions | Tail dependence | Principal directions |
-
A note on characterizations of multivariate stable distributions
Nguyen, Truc, (1991)
-
Exploring the ? copula construction method for Archimedean copulas: Discussion of three ? types
MICHIELS, Frederik, (2008)
-
ESTIMATION AND TESTING OF DYNAMIC MODELS WITH GENERALISED HYPERBOLIC INNOVATIONS
Mencía, Francisco Javier, (2004)
- More ...
-
Productivity Convergence in Europe
Tsionas, Efthymios G., (2000)
-
Stochastic error specification in primal and dual production systems
Kumbhakar, Subal C., (2011)
-
Tsionas, Efthymios G., (2014)
- More ...