A method of moments estimator of tail dependence

John Einmahl, Andrea Krajina () and J.J.J. Segers
Additional contact information
J.J.J. Segers: Tilburg University, School of Economics and Management

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (21)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 1eb39af3a64/download (application/pdf)

Related works:
Working Paper: A Method of Moments Estimator of Tail Dependence (2007)
Working Paper: A Method of Moments Estimator of Tail Dependence (2007)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:448fd556-b3e0-4fb0-bcb7-86b12ed7d479

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().