Data for: Hypothesis testing for tail dependence parameters on the boundary of the parameter space
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下载链接：
https://data.mendeley.com/datasets/ryvgj44krt
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资源简介：
- Prices of CAC40 and DAX, downloaded from Yahoo Finance
- Code for the weighted least squares estimator and the hypothesis test. Some of the function are adapted from the ones in the tailDepFun package (Kiriliouk, 2016)
创建时间：
2021-04-26
