Commodity and equity markets : some stylized facts from a copula approach
Anne-Laure Delatte; Claude Lopez
| Year of publication: |
2013
|
|---|---|
| Authors: | Delatte, Anne-Laure ; Lopez, Claude |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 5346-5356
|
| Subject: | Copula | Commodity market | Time varying | Tail-dependence | Comovement | Equity market | Aktienmarkt | Stock market | Rohstoffmarkt | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Rohstoffderivat | Commodity derivative | Welt | World | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010343717