Some results on weak and strong tail dependence coefficients for means of copulas:
Gespeichert in:
Hauptverfasser: | , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Nürnberg
Lehrstuhl für Statistik und Ökonometrie
2007
|
Schriftenreihe: | Universität <Erlangen; Nürnberg> / Lehrstuhl für Statistik und Ökonometrie: Diskussionspapier
78 |
Online-Zugang: | Volltext |
Beschreibung: | 7 Bl. |
Internformat
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100 | 1 | |a Fischer, Matthias |e Verfasser |4 aut | |
245 | 1 | 0 | |a Some results on weak and strong tail dependence coefficients for means of copulas |c Matthias Fischer and Ingo Klein |
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490 | 1 | |a Universität <Erlangen; Nürnberg> / Lehrstuhl für Statistik und Ökonometrie: Diskussionspapier |v 78 | |
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Datensatz im Suchindex
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spelling | Fischer, Matthias Verfasser aut Some results on weak and strong tail dependence coefficients for means of copulas Matthias Fischer and Ingo Klein Nürnberg Lehrstuhl für Statistik und Ökonometrie 2007 7 Bl. txt rdacontent n rdamedia nc rdacarrier Universität <Erlangen; Nürnberg> / Lehrstuhl für Statistik und Ökonometrie: Diskussionspapier 78 Klein, Ingo 1953- Verfasser (DE-588)132529971 aut Lehrstuhl für Statistik und Ökonometrie: Diskussionspapier Universität <Erlangen; Nürnberg> 78 (DE-604)BV011256743 78 http://www.statistik.wiso.uni-erlangen.de/forschung/d0078.pdf kostenfrei Volltext |
spellingShingle | Fischer, Matthias Klein, Ingo 1953- Some results on weak and strong tail dependence coefficients for means of copulas |
title | Some results on weak and strong tail dependence coefficients for means of copulas |
title_auth | Some results on weak and strong tail dependence coefficients for means of copulas |
title_exact_search | Some results on weak and strong tail dependence coefficients for means of copulas |
title_exact_search_txtP | Some results on weak and strong tail dependence coefficients for means of copulas |
title_full | Some results on weak and strong tail dependence coefficients for means of copulas Matthias Fischer and Ingo Klein |
title_fullStr | Some results on weak and strong tail dependence coefficients for means of copulas Matthias Fischer and Ingo Klein |
title_full_unstemmed | Some results on weak and strong tail dependence coefficients for means of copulas Matthias Fischer and Ingo Klein |
title_short | Some results on weak and strong tail dependence coefficients for means of copulas |
title_sort | some results on weak and strong tail dependence coefficients for means of copulas |
url | http://www.statistik.wiso.uni-erlangen.de/forschung/d0078.pdf |
volume_link | (DE-604)BV011256743 |
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