Work

The copula directional dependence by stochastic volatility models

Year: 2018

Type: article

Source: Communications in Statistics - Simulation and Computation

DOI: 10.1080/03610918.2017.1406512

Authors: Jong-Min Kim, S. Y. Hwang

Institutions: University of Minnesota Morris, Sookmyung Women's University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2792729842

FWCI: 1.262

Cites: 3

Cited by: 6

Related to: 10