Work

Sequential Estimation of Shape Parameters in Multivariate Dynamic Models

Year: 2012

Type: preprint

Abstract: Sequential consitent estimator for tail dependece

Source: RePEc: Research Papers in Economics

Authors: Dante Amengual, Gabriele Fiorentini, Enrique Sentana

Institutions: Centro de Estudios Monetarios y Financieros, University of Florence

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3121308563

Cites:

Cited by: 1

Related to: 10