Commodity and Equity Markets : Some Stylized Facts from a Copula
Year of publication: |
2013
|
---|---|
Authors: | Delatte, Anne Laure |
Other Persons: | Lopez, Claude (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative | Kapitaleinkommen | Capital income | Rohstoffmarkt | Commodity market | Kapitalmarktrendite | Capital market returns | Welt | World |
Extent: | 1 Online-Ressource (32 p) |
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Series: | Banque de France Working Paper ; No. 421 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2213173 [DOI] |
Classification: | C20 - Econometric Methods: Single Equation Models. General ; G10 - General Financial Markets. General ; F30 - International Finance. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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