Publication:2871612
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zbMath1278.91189MaRDI QIDQ2871612
Magda Komorníková, Jozef Komorník
Publication date: 8 January 2014
Full work available at URL: http://www.kybernetika.cz/content/2013/3/487
copula; tail dependence; stock index; survival copula; reflections of copulas; returns of gold investments; returns of index investments
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
91B84: Economic time series analysis
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