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Hello is there any function (or package) in R that performs the anderson-darling test (goodness of fit test) between two vectors data if they have the same distribution. thanks

Hi everyone is there any paper on the impact of serial autocorrelation on the dependance or cross correlation? Intuitively, does higher autocorrelation in assets , this will make dependance higher between them? thanks

Hi everyone, I'm traying to estimate families of multivariate Archimedean copulas (Clayton, Gumbel and Frank) from historical data. The first problem arise while estimating the kendall's tau or spearman's rho from the data needed for the simulation of the copula. I've read many papers on the...

Hi every body, I have an historical data in the same worksheet, of stocks prices . Each stock with two columns: dates and prices. For the reason that stocks are from different contries, hence holidays days are different and then some dates are not availibale. To avoid the biasis of...