//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Martingal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Tail copula"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
Multivariate Verteilung
6
Multivariate distribution
6
Statistical distribution
6
Statistische Verteilung
6
Tail copula
6
tail copula
5
Theorie
4
Theory
4
tail dependence
4
Statistical test
3
Statistischer Test
3
Time series analysis
3
Zeitreihenanalyse
3
Ausreißer
2
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Martingale
2
Outliers
2
Sampling
2
Schätztheorie
2
Stichprobenerhebung
2
Tail dependence
2
tail dependence function
2
Asymmetric least squares estimation
1
Asymptotic normality
1
Asymptotic variance
1
Confidence interval
1
Copula
1
Covariate
1
Dependence modeling
1
Distribution-free testing
1
Elliptical copula
1
Elliptical distribution
1
Empirical likelihood
1
Extremal dependence
1
Jackknife
1
Kendall's tau
1
Location-scale models
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Can, Sami Umut
2
Einmahl, John H. J.
2
Laeven, Roger J. A.
2
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
2
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->