SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Tail dependence for multivariate t -copulas and its monotonicity · Study

ArticleShelves

ArticleTail dependence for multivariate t -copulas and its monotonicity

Yin Chan2007

Article2007

Tail dependence for multivariate t -copulas and its monotonicity

Yin Chan · Haijun Li

29 citations·0/0 files stored·Insurance Mathematics and Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Probability and Risk Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 29 citations exist upstream.

References

1999An Introduction to Copulas 2003Handbook of Heavy Tailed Distributions in Finance 2003Handbook of heavy tailed distributions in finance 2002Tail dependence for elliptically contoured distributions 2006Selecting Copulas for Risk Management 2006On the extremal dependence coefficient of multivariate distributions 2007Tail Dependence Comparison of Survival Marshall–Olkin Copulas

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2009Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributionsarticle · 5 shared references 2011Modelling oil price and exchange rate co-movementsarticle · 3 shared references 2011How do crude oil prices co-move?article · 3 shared references 2009On the simplified pair-copula construction — Simply useful or too simplistic?article · 3 shared references 2008Copula-based multivariate GARCH model with uncorrelated dependent errorsarticle · 3 shared references 2011The complete mixability and convex minimization problems with monotone marginal densitiesarticle · 3 shared references

Details

Year2007

Typearticle

Published2007-09-11

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations29

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.insmatheco.2007.08.008

openalex_workW2073315293

Links

Imported from OpenAlex (CC0) — nothing here is generated.