Asymmetric Dependence in US Financial Risk Factors?
| Year of publication: |
2010-04-04
|
|---|---|
| Authors: | Chollete, Loran ; Ning, Cathy |
| Institutions: | Handelshøgskolen, Universitetet i Stavanger |
| Subject: | Asymmetric Dependence | Copulas | Diversification Failure | Risk Factor | Systemic Risk | Time-Varying Downside Risk |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | The text is part of a series UiS Working Papers in Economics and Finance Number 2011/2 43 pages |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; E44 - Financial Markets and the Macroeconomy ; G01 - Financial Crises ; G11 - Portfolio Choice |
| Source: |
Persistent link: https://www.econbiz.de/10008918573