Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market (Q3574716)
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scientific article; zbMATH DE number 5729865
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market |
scientific article; zbMATH DE number 5729865 |
Statements
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market (English)
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2 July 2010
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0.86672103
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0.8629228
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0.8568668
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0.83503485
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0.83478713
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0.8344813
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0.8334284
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