Commodity and Equity Markets: Some Stylized Facts from a Copula Approach
Year of publication: |
2013-07
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Authors: | Delatte, Anne-Laure ; Lopez, Claude |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | commodity market | comovement | copula | equity market | tail-dependence | time varying |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 9558 |
Classification: | C20 - Econometric Methods: Single Equation Models. General ; F30 - International Finance. General ; G10 - General Financial Markets. General |
Source: |
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Commodity and Equity Markets: Some Stylized Facts from a Copula.
Delatte, A-L., (2013)
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Commodity and equity markets: Some stylized facts from a copula approach
Delatte, Anne-Laure, (2013)
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Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.
Delatte, Anne-Laure, (2012)
- 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 ...