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Copula-based conditional tail indices:
Coia, Vincenzo
;
Joe, Harry
;
Nolde, Natalia
Journal of Multivariate Analysis. 201 (2024) - p. 105268 , 2024
Link:
https://doi.org/10.1016/j.jmva.2023.105268
RT Journal T1 <Title>Copula-based conditional tail indices</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jmva.2023.105268&Exemplar=1&LAN=DE A1 Coia, Vincenzo A1 Joe, Harry A1 Nolde, Natalia PB Elsevier BV YR 2024 SN 0047-259X JF Journal of Multivariate Analysis VO 201 SP 105268 LK http://dx.doi.org/https://doi.org/10.1016/j.jmva.2023.105268 DO https://doi.org/10.1016/j.jmva.2023.105268 SF ELIB - SuUB Bremen
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