Choice of Copulas in Explaining Stock Market Contagion (Q2950562)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Choice of Copulas in Explaining Stock Market Contagion |
scientific article |
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Choice of Copulas in Explaining Stock Market Contagion (English)
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9 October 2015
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Archimedean copulas
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stock market contagion
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conditional tail losses
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Kullback-Leibler distance
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