Two-sample testing for tail copulas with an application to equity indices

S.U. Can, John Einmahl, R.J.A. Laeven

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Two-Sample Testing for Tail Copulas with an Application to Equity Indices
Can, S. U. (Creator), Einmahl, J. H. J. (Creator) & Laeven, R. J. A. (Creator), Taylor & Francis, 9 Jan 2023
DOI: 10.6084/m9.figshare.21841934.v2, https://tandf.figshare.com/articles/dataset/Two-Sample_Testing_for_Tail_Copulas_with_an_Application_to_Equity_Indices/21841934/2
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