Results 311 to 320 of about 2,569,963 (324)
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Asymmetry in tail dependence in equity portfolios
Computational Statistics and Data Analysis, 2016Eric Jondeau
exaly
Dynamic tail dependence clustering of financial time series
, 2017G. De Luca, P. Zuccolotto
semanticscholar +1 more source
Estimating the tail-dependence coefficient: Properties and pitfalls
Insurance: Mathematics and Economics, 2005exaly
Tail dependence functions and vine copulas
Journal of Multivariate Analysis, 2010Harry Joe +2 more
exaly
Tail-weighted measures of dependence
Journal of Applied Statistics, 2015Pavel Krupskii, Harry Joe
exaly
Modelling Dependence within Joint Tail Regions
Journal of the Royal Statistical Society Series B: Statistical Methodology, 2002exaly
Tail dependence and information flow: Evidence from international equity markets
, 2017Naseem Al Rahahleh +2 more
semanticscholar +1 more source
Asymmetric tail dependence between oil price shocks and sectors of Saudi Arabia System
, 2017Nader Trabelsi
semanticscholar +1 more source
Nonlinear tail dependence between energy and agricultural commodities
Energy EconomicsZEHRA ATİK, Bulent Guloglu
exaly