"Nonparametric Tail Copula Estimation: An Application to Stock and ..."

Yuri Salazar, Wing Lon Ng (2013)

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DOI: 10.1080/03610918.2011.650256

access: closed

type: Journal Article

metadata version: 2020-05-10

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Yuri Salazar, Wing Lon Ng:
Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns. Commun. Stat. Simul. Comput. 42(3): 613-635 (2013)

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