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Covariance and correlation / Data analysis / Multivariate statistics / Copula / Normal distribution / Pearson product-moment correlation coefficient / Cumulative distribution function / Correlation and dependence / Bootstrapping / Statistics / Statistical dependence / Actuarial science


OXFORD UNIVERSITY PRESS LTD JOURNAL), 1–26 doi:OUP Journal/XXX000 Beyond dimension two: A test for higher-order tail risk Carsten Bormann1 , Julia Schaumburg 2 , and Melanie Schienle3 1
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Document Date: 2015-03-10 04:16:01

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City

Hannover / /

Company

OXFORD UNIVERSITY PRESS LTD / Max factor / /

Country

Germany / United States / /

Currency

pence / /

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Facility

Tinbergen Institute / VU University / Hall et al. / /

Holiday

Assumption / /

IndustryTerm

finance / empirical international finance literature / financial systems / multidimensional systems / /

Organization

OXFORD UNIVERSITY / VU University Amsterdam and Tinbergen Institute / Institute for Empirical Economics / /

Person

Julia Schaumburg / /

Position

Fisher / standard Fisher / /

ProgrammingLanguage

C / /

Technology

simulation / /

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