Asymmetric extreme interdependence in emerging equity markets (Q3410962)
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scientific article; zbMATH DE number 5079061
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| default for all languages | No label defined |
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| English | Asymmetric extreme interdependence in emerging equity markets |
scientific article; zbMATH DE number 5079061 |
Statements
Asymmetric extreme interdependence in emerging equity markets (English)
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8 December 2006
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copulas
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extreme events
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tail dependence coefficients
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asymmetry
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0.7962231636047363
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0.7943671345710754
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0.7866400480270386
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0.7849252223968506
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