A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk

C. Bormann, M. Schienle, J. Schaumburg

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	14-024/III

Access to Document

@techreport{9ae5b102329a4885b37e1fa8d0834a3f,

title = "A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk",

author = "C. Bormann and M. Schienle and J. Schaumburg",

year = "2014",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "14-024/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}