Commodity and equity markets: Some stylized facts from a copula approach
Year of publication: |
2013
|
---|---|
Authors: | Delatte, Anne-Laure ; Lopez, Claude |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 12, p. 5346-5356
|
Publisher: |
Elsevier |
Subject: | Copula | Commodity market | Time varying | Tail-dependence | Comovement | Equity market |
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Commodity and Equity Markets: Some Stylized Facts from a Copula.
Delatte, A-L., (2013)
-
Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.
Delatte, Anne-Laure, (2012)
-
Commodity and Equity Markets: Some Stylized Facts from a Copula Approach
Delatte, Anne-Laure, (2013)
- More ...
-
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure, (2013)
-
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure, (2013)
-
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure, (2013)
- More ...