A dominance test for measuring financial connectedness
Year of publication: |
2020
|
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Authors: | Bernardi, Mauro ; Stolfi, Paola |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 26.2020, 2/3, p. 119-141
|
Subject: | elliptically contoured distributions | Financial connectedness | method of simulated quantiles | skew elliptical distributions | sparse multivariate methods | Statistische Verteilung | Statistical distribution | Simulation |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/1351847X.2019.1620819 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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