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3 Pith papers cite this work. Polarity classification is still indexing.

3 Pith papers citing it

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2026 3

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UNVERDICTED 3

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Measuring Tail Dependence in Linear Processes: Theory and Empirics

math.ST · 2026-05-11 · unverdicted · novelty 5.0 · 2 refs

A new tail dependence measure for linear processes with regularly varying distributions is introduced, incorporating persistence effects and validated via simulations and cryptocurrency data analysis.

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Showing 3 of 3 citing papers.