Conditional quantiles and tail dependence
Work
Year: 2015
Type: article
Source: Journal of Multivariate Analysis
Authors Carole Bernard, Claudia Czado
Cites: 56
Cited by: 68
Related to: 10
FWCI: 7.662
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze
Grant ID 328250