Measuring large comovements in financial markets (Q2873533)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring large comovements in financial markets |
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Measuring large comovements in financial markets (English)
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24 January 2014
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copula
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filtering
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high-frequency data
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multivariate dependence measure
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Spearman's rho
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tail dependence
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tail diversification
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