A simple graphical method to explore tail-dependence in stock-return pairs
Year of publication: |
2005
|
---|---|
Authors: | Abberger, Klaus |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 1, p. 43-51
|
Subject: | chi-plot | Kapitaleinkommen | Capital income | Statistische Methode | Statistical method | Risikomaß | Risk measure |
-
A simple graphical method to explore tail-dependence in stock-return pairs
Abberger, Klaus, (2004)
-
Conditional fixed income correlations : skews and straddles
Aydemir, Zava, (2021)
-
A robust approach based on conditional value-at-risk measure to statistical learning problems
Takeda, Akiko, (2009)
- More ...
-
Nachtrag: drohende Zahlungsunfähigkeit eines Eurolands : was soll die EU tun?
Brok, Elmar, (2009)
-
Abberger, Klaus, (2014)
-
Abberger, Klaus, (2015)
- More ...