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

C. Bormann, M. Schienle, J. Schaumburg

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages33
Publication statusPublished - 2014

Publication series

NameTI Discussion Paper
No.14-024/III

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