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POST
Calculate Tail Dependence Coefficient

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
returns1
number[]
required

Return series for first asset

Example:
returns2
number[]
required

Return series for second asset

Example:
threshold_quantile
number
default:0.95

Quantile threshold for defining tail events

Example:

0.95

Response

Tail dependence coefficient

success
boolean
Example:

true

data
object