Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.
Year of publication: |
2012-07
|
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Authors: | Delatte, Anne-Laure ; Lopez, Claude |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | copula | commodity market | time varying | tail-dependence | comovement | equity market |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | F30 - International Finance. General ; C20 - Econometric Methods: Single Equation Models. General ; Q0 - Agricultural and Natural Resource Economics. 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, (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 ...