Two-Sample Testing for Tail Copulas with an Application to Equity Indices

S.U. Can, John Einmahl and Roger Laeven
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John Einmahl: Tilburg University, School of Economics and Management

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Date: 2021
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Journal Article: Two-Sample Testing for Tail Copulas with an Application to Equity Indices (2024)
Working Paper: Two-Sample Testing for Tail Copulas with an Application to Equity Indices (2021)
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