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Journal of Business & Economic Statistics Volume 42, 2024 - Issue 1
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Articles

Two-Sample Testing for Tail Copulas with an Application to Equity Indices

Sami Umut Cana Department of Quantitative Economics, University of Amsterdam, Amsterdam, NetherlandsCorrespondence[email protected]
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John H. J. Einmahlb Department of Econometrics & OR and CentER, Tilburg University, Tilburg, NetherlandsORCID Iconhttps://orcid.org/0000-0001-9009-6891View further author information
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Roger J. A. Laevena Department of Quantitative Economics, University of Amsterdam, Amsterdam, NetherlandsORCID Iconhttps://orcid.org/0000-0001-9582-3955View further author information
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Pages 147-159 | Published online: 06 Feb 2023

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