A simple graphical method to explore tail-dependence in stock-return pairs
Year of publication: |
Jan. 2004
|
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Other Persons: | Abberger, Klaus (contributor) |
Publisher: |
Konstanz : CoFE |
Subject: | chi-plot | Kapitaleinkommen | Capital income | Statistische Methode | Statistical method | Risikomaß | Risk measure |
Extent: | Online-Ressource, 16 p., text ill |
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Series: | CoFE discussion papers. - Konstanz : Univ., ZDB-ID 2172016-2. - Vol. 2004,03 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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