Nonlinear bivariate comovements of asset prices: methodology, tests and applications (Q2655305): Difference between revisions
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Revision as of 03:43, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear bivariate comovements of asset prices: methodology, tests and applications |
scientific article |
Statements
Nonlinear bivariate comovements of asset prices: methodology, tests and applications (English)
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25 January 2010
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comovement
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asset prices
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bivariate dependence
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non-linearity
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\(t\)-test
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polynomial approximation
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energy asset
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(vanilla) European call and put options
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cross-Greeks
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