Asymmetry in tail dependence in equity portfolios (Q1659125)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetry in tail dependence in equity portfolios |
scientific article |
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Asymmetry in tail dependence in equity portfolios (English)
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15 August 2018
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multivariate noncentral \(t\) distribution
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tail dependence
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stock return asymmetry
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