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Contributions to static and time-varying copula-based modeling of multivariate association : with applications to financial time-series
Ruppert, Martin - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009511787
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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
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Goodness-of-fit tests for multivariate copula-based time series models
Berghaus, Betina; Bücher, Axel - In: Econometric theory 33 (2017) 2, pp. 292-330
Persistent link: https://www.econbiz.de/10011665334
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Nonparametric tests for tail monotonicity
Berghaus, Betina; Bücher, Axel - In: Journal of econometrics 180 (2014) 2, 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; Jäschke, Stefan; Wied, Dominik - 2013
Persistent link: https://www.econbiz.de/10009793510
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Nonparametric tests for tail monotonicity
Berghaus, Betina; Bücher, Axel - 2013
Persistent link: https://www.econbiz.de/10009716299