Pages that link to "Item:Q5417592"
From MaRDI portal
The following pages link to Dependence of Stock Returns in Bull and Bear Markets (Q5417592):
Displaying 5 items.
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Asymmetry in tail dependence in equity portfolios (Q1659125) (← links)
- Conditioning of copulas: transformations, invariance and measures of concordance (Q1754603) (← links)
- Copula-based measures of asymmetry between the lower and upper tail probabilities (Q2110347) (← links)
- Measures of tail asymmetry for bivariate copulas (Q2392710) (← links)
