Two-Sample Testing for Tail Copulas with an Application to Equity Indices

Sami Umut Can (University of Amsterdam) (Creator)
John Einmahl (Creator)
Roger J. A. Laeven (University of Amsterdam) (Creator)

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2024
Two-sample testing for tail copulas with an application to equity indices
Can, S. U., Einmahl, J. & Laeven, R. J. A., Jan 2024, In: Journal of Business & Economic Statistics. 42, 1, p. 147-159
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