Tail dependence of financial stocks and CDS markets–Evidence using copula methods and simulation-based inference
PP Da Silva, PT Rebelo, C Afonso - Economics, 2014 - degruyter.com
… We add to that analysis simulation-based inference with the aim of selecting the type of dependence structure that best fits the empirical data and of ascertaining the robustness of the …
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… We add to that analysis simulation-based inference with the aim of selecting the type of dependence structure that best fits the empirical data and of ascertaining the robustness of the …