Asymmetry in tail dependence in equity portfolios
Work
Year: 2015
Type: article
Author Éric Jondeau
Institutions Swiss Finance Institute, University of Lausanne
Cites: 50
Cited by: 33
Related to: 10
FWCI: 4.598
Citation percentile (by year/subfield): 96.77
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal No poverty
Open Access status: closed