Dependence of Stock Returns in Bull and Bear Markets (Q5417592)
From MaRDI portal
scientific article; zbMATH DE number 6297674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence of Stock Returns in Bull and Bear Markets |
scientific article; zbMATH DE number 6297674 |
Statements
Dependence of Stock Returns in Bull and Bear Markets (English)
0 references
21 May 2014
0 references
bear market
0 references
bootstrapping
0 references
bull market
0 references
conditional Spearman's rho
0 references
copulas
0 references
Monte Carlo simulation
0 references
Pearson's rho
0 references
stock returns
0 references
0 references
0 references
