Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475): Difference between revisions

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Latest revision as of 11:35, 1 July 2024

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Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
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    Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (English)
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    6 April 2009
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    copulas
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    daily equity returns
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    bivariate chi-square statistic
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    risk management
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