Work

Revisiting the Dependence between Financial Markets with Copulas

Year: 2007

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1032535

Authors: Arnaud Costinot, Thierry Roncalli, Jerome Teiletche

Institutions: University of California San Diego, Massachusetts Institute of Technology, Université d'Évry Val-d'Essonne, World Bank

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1547078086

Cites: 89

Cited by: 41

Related to: 10