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| Untersuchte Arbeit: Seite: 196, Zeilen: 20-23 |
Quelle: Malevergne und Sornette 2006 Seite(n): 233, Zeilen: 18-22 |
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| One could hope for the existence of logical links between some of these measures, such as a vanishing tail dependence parameter implies vanishing asymptotic conditional correlation coefficients. Indeed, this turns out to be wrong and one can construct simple examples for which all possible combinations occur as in example 6.4.10. | A priori, one could hope for the existence of logical links between some of these measures, such as a vanishing tail-dependence parameter λ implies vanishing asymptotic conditional correlation coefficients. In fact, this turns out to be wrong and one can construct simple examples for which all possible combinations occur. |
Kein Hinweis auf eine Übernahme. |
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