Results 151 to 160 of about 88,133 (162)

The study on the tail dependence structure between the economic policy uncertainty and several financial markets

North American Journal of Economics and Finance, 2018
Can-Zhong Yao
exaly  

An M-estimator for tail dependence in arbitrary dimensions

Annals of Statistics, 2012
John H J Einmahl, Johan Segers
exaly  

Pharmacotherapy for Nicotine Dependence

Ca-A Cancer Journal for Clinicians, 2005
exaly  

Asymmetry in tail dependence in equity portfolios

Computational Statistics and Data Analysis, 2016
Eric Jondeau
exaly  

Estimating the tail-dependence coefficient: Properties and pitfalls

Insurance: Mathematics and Economics, 2005
exaly  

Tail-weighted measures of dependence

Journal of Applied Statistics, 2015
Pavel Krupskii, Harry Joe
exaly  

Lower tail dependence for Archimedean copulas: Characterizations and pitfalls

Insurance: Mathematics and Economics, 2007
Arthur Charpentier, Johan Segers
exaly  

Modelling Dependence within Joint Tail Regions

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2002
exaly  

Asymmetric multivariate tail dependence

2008
DE LUCA, GIOVANNI, RIVIECCIO, GIORGIA
openaire   +1 more source

Tail dependence for elliptically contoured distributions

Mathematical Methods of Operations Research, 2002
exaly