Work

Investigating Dynamic Dependence Using Copulae

Year: 2001

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Mark Salmon, Nicolas Gaussel, Eric Bouy

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3123219829

Cites:

Cited by: 28

Related to: 10