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Nonparametric tests for tail monotonicity
Berghaus, Betina
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Bücher, Axel
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Journal of econometrics
180
(
2014
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pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
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Jäschke, Stefan
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Wied, Dominik
- In:
Journal of econometrics
187
(
2015
)
1
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pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
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