Login / Signup
Yuri Salazar
Publication Activity (10 Years)
Years Active: 2013-2015
Publications (10 Years): 0
Top Topics
Heavy Tailed
Nonparametric Estimation
Financial Time Series
Stock Index
Top Venues
Stat. Methods Appl.
Commun. Stat. Simul. Comput.
</>
Publications
</>
Yuri Salazar
,
Wing Lon Ng
Nonparametric estimation of general multivariate tail dependence and applications to financial time series.
Stat. Methods Appl.
24 (1) (2015)
Yuri Salazar
,
Wing Lon Ng
Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns.
Commun. Stat. Simul. Comput.
42 (3) (2013)