Copula contagion index and its efficiency
Ke Cheng, Fengbin Lu and Xiaoguang Yang
Year of publication: |
2012
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Authors: | Cheng, Ke ; Lu, Fengbin ; Yang, Xiaoguang |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 10/12, p. 989-1002
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Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Index | Index number | Effizienz | Efficiency |
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