A quantile-copula approach to dependence between financial assets
Year of publication: |
2020
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Authors: | Kim, Jong-Min ; Tabacu, Lucia ; Jung, Hojin |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-11
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Subject: | Quantile regression | Tail dependence | Quantile-copula | Theorie | Theory | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income |
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