SZodixStudyAcademic Library

Shelves Open access

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

Intermediate Tail Dependence: A Review and Some New Results · Study

ChapterShelves

ChapterIntermediate Tail Dependence: A Review and Some New Results

Lei Hua2013

OA

Chaptergreen2013

Intermediate Tail Dependence: A Review and Some New Results

Lei Hua · Harry Joe

15 citations·0/0 files stored·Lecture notes in statistics

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 — 15 citations exist upstream.

References

1999An Introduction to Copulas 1997Modelling Extremal Events 1987Extreme Values, Regular Variation and Point Processes 2006Extreme Value Theory 2006An Introduction to Copulas 2006Extreme value theory : an introduction 2003Statistical Size Distributions in Economics and Actuarial Sciences 2009Tails of multivariate Archimedean copulas

Related works

Explore the map →

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

2013Strength of tail dependence based on conditional tail expectationarticle · 11 shared references 2011Extremal behavior of Archimedean copulasarticle · 9 shared references 2012Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measuresarticle · 9 shared references 2015Tail negative dependence and its applications for aggregate loss modelingarticle · 9 shared references 2015On tail dependence coefficients of transformed multivariate Archimedean copulasarticle · 9 shared references 2012Statistical Modeling of Spatial Extremesarticle · 8 shared references

Details

Year2013

Typechapter

Published2013-01-01

VenueLecture notes in statistics

ISSN-L0930-0325

Languageen

Citations15

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1007/978-1-4614-6892-9_15

openalex_workW2124872085

Links

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