Choice of Copulas in Explaining Stock Market Contagion (Q2950562)
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scientific article; zbMATH DE number 6492456
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| default for all languages | No label defined |
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| English | Choice of Copulas in Explaining Stock Market Contagion |
scientific article; zbMATH DE number 6492456 |
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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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0.89235806
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0.88947225
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0.8851619
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0.8827944
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0.8799752
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0.87069595
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