Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423)
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scientific article; zbMATH DE number 6368782
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| English | Analysing financial contagion and asymmetric market dependence with volatility indices via copulas |
scientific article; zbMATH DE number 6368782 |
Statements
Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (English)
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12 November 2014
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financial contagion
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asymmetric dependence
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financial crisis
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dynamic mixed copula
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volatility index
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0.791347861289978
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0.7857590913772583
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0.7778280377388
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0.770255982875824
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0.7657955288887024
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