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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Revision as of 20:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market |
scientific article |
Statements
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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