Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475)
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scientific article; zbMATH DE number 5540494
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| English | Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market |
scientific article; zbMATH DE number 5540494 |
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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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0.8280696272850037
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0.8106862902641296
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0.7732833623886108
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0.7723529934883118
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