Work

Tail dependence estimate in financial market risk management:clayton-gumbel copula approach

Year: 2011

Type: article

Authors: Shamiri, Nor Aishah Hamzah, Pirmoradian .A

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2279180773

FWCI: 0.512

Cites: 20

Cited by: 15

Related to: 10