Measuring large comovements in financial markets (Q2873533): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring large comovements in financial markets |
scientific article |
Statements
Measuring large comovements in financial markets (English)
0 references
24 January 2014
0 references
copula
0 references
filtering
0 references
high-frequency data
0 references
multivariate dependence measure
0 references
Spearman's rho
0 references
tail dependence
0 references
tail diversification
0 references
