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A graphical copula–based tool for detecting tail dependence
Conference proceeding   Open access  Peer reviewed

A graphical copula–based tool for detecting tail dependence

R Pappadà, Fabrizio Durante and N Torelli
CLADAG 2015. 10th Scientific Meeting of the Classification and Data Analysis Group. Book of Abstracts
CLADAG 2015. 10th Scientific Meeting of the Classification and Data Analysis Group (Santa Margherita di Pula, 08/10/2015 - 10/10/2015)
2016
Handle:
https://hdl.handle.net/10863/2799

Abstract

Quantitative methods and economic modeling Computational statistics Tail dependence Copulas
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