Dependence of stock returns in bull and bear markets
Year of publication: |
2007
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Authors: | Dobrić, Jadran ; Frahm, Gabriel ; Schmid, Friedrich |
Publisher: |
Cologne : University of Cologne, Seminar of Economic and Social Statistics |
Subject: | bear market | bootstrapping | bull market | conditional Spearman's rho | copulas | Monte Carlo simulation | stock returns |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 60870220X [GVK] hdl:10419/44942 [Handle] RePEc:zbw:ucdpse:907 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C12 - Hypothesis Testing |
Source: |
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Dependence of stock returns in bull and bear markets
Dobrić, Jadran, (2007)
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Dependence of Stock Returns in Bull and Bear Markets
Jadran, Dobric, (2013)
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Dependence of stock returns in bull and bear markets
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Dependence of stock returns in bull and bear markets
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