Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae
Year: 2010
Type: article
Source: Asia-Pacific Financial Markets
Authors: Katja Ignatieva, Eckhard Platen
Institutions: Goethe University Frankfurt, University of Technology Sydney
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W3022138236