Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysing financial contagion and asymmetric market dependence with volatility indices via copulas |
scientific article |
Statements
Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (English)
0 references
12 November 2014
0 references
financial contagion
0 references
asymmetric dependence
0 references
financial crisis
0 references
dynamic mixed copula
0 references
volatility index
0 references
