Nonparametric tests for constant tail dependence with an application to energy and finance

Axel Bucher, Stefan Jaschke and Dominik Wied

No 2013033, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2013-01-01
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Journal Article: Nonparametric tests for constant tail dependence with an application to energy and finance (2015)
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