Pages that link to "Item:Q470423"
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The following pages link to Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423):
Displaying 4 items.
- The tail dependograph (Q2311601) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- On the dependence structure between S&P500, VIX and implicit Interexpectile Differences (Q4957243) (← links)
- Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004) (← links)