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arxiv: 2605.10303 · 2 revisions

Measuring Tail Dependence in Linear Processes: Theory and Empirics

1. 2026-05-14 UNVERDICTED LOW v0.9.0 novelty 5.0
   29444 ms 5397 in 1186 out 2026-05-14T21:53:05.329978+00:00
2. 2026-05-12 UNVERDICTED LOW v0.9.0 novelty 5.0
   49340 ms 5397 in 1005 out 2026-05-12T04:13:44.033354+00:00