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"A comparison of tail dependence estimators."

Hendrik Supper, Felix Irresberger, Gregor N. F. Weiß (2020)

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DOI: 10.1016/J.EJOR.2019.12.041

access: closed

type: Journal Article

metadata version: 2020-03-17

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Hendrik Supper, Felix Irresberger, Gregor N. F. Weiß:
A comparison of tail dependence estimators. Eur. J. Oper. Res. 284(2): 728-742 (2020)

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