An application of Kendall distributions and alternative dependence measures: SPX vs. VIX (Q998257): Difference between revisions

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Latest revision as of 01:04, 29 June 2024

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An application of Kendall distributions and alternative dependence measures: SPX vs. VIX
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    An application of Kendall distributions and alternative dependence measures: SPX vs. VIX (English)
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    28 January 2009
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    Kendall distributions
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    dependence measures
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    copulas
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