Abberger, Klaus (contributor) - 2004
dependencies in the tails of the bivariate distribution is discussed. For this a graphical method which is called chi-plot and … which was introduced by Fisher and Switzer (1985, 2001) is used. Examples with simulated data sets illustrate that the chi-plot … be modelled carefully. The application of the chi-plot to various daily stock-return pairs shows that different …