Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling co-movements and tail dependency in the international stock market via copulae |
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Statements
Modelling co-movements and tail dependency in the international stock market via copulae (English)
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6 October 2010
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international equity market
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Student-\(t\) distribution
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symmetric generalized hyperbolic distribution
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time-varying copula
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value-at-risk
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world stock index
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