An application of Kendall distributions and alternative dependence measures: SPX vs. VIX (Q998257)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An application of Kendall distributions and alternative dependence measures: SPX vs. VIX |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of Kendall distributions and alternative dependence measures: SPX vs. VIX |
scientific article |
Statements
An application of Kendall distributions and alternative dependence measures: SPX vs. VIX (English)
0 references
28 January 2009
0 references
Kendall distributions
0 references
dependence measures
0 references
copulas
0 references
