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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Unternehmensnetzwerk"
~subject:"stable tail dependence function"
~subject:"tail dependence"
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Unternehmensnetzwerk
stable tail dependence function
tail dependence
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
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