Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management (Q5952500)
From MaRDI portal
scientific article; zbMATH DE number 1690237
Language | Label | Description | Also known as |
---|---|---|---|
English | Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management |
scientific article; zbMATH DE number 1690237 |
Statements
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management (English)
0 references
27 February 2002
0 references
risk management
0 references
conditional return distribution
0 references
nonlinear dependence
0 references
value-at-risk
0 references
Istanbul stock exchange
0 references
0 references
0 references