Supper, Hendrik; Irresberger, Felix; Weiß, Gregor A comparison of tail dependence estimators. (English) Zbl 1441.62267 Eur. J. Oper. Res. 284, No. 2, 728-742 (2020). MSC: 62P05 62H05 91G30 PDF BibTeX XML Cite \textit{H. Supper} et al., Eur. J. Oper. Res. 284, No. 2, 728--742 (2020; Zbl 1441.62267) Full Text: DOI OpenURL
Irresberger, Felix; Weiß, Gregor N. F.; Gabrysch, Janet; Gabrysch, Sandra Liquidity tail risk and credit default swap spreads. (English) Zbl 1390.91313 Eur. J. Oper. Res. 269, No. 3, 1137-1153 (2018). MSC: 91G40 62P05 62M10 62G32 PDF BibTeX XML Cite \textit{F. Irresberger} et al., Eur. J. Oper. Res. 269, No. 3, 1137--1153 (2018; Zbl 1390.91313) Full Text: DOI Link OpenURL