Dependence patterns across financial markets : a mixed copula approach
Ling Hu
| Year of publication: |
2006
|
|---|---|
| Authors: | Hu, Ling |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 10 (15.6.), p. 717-729
|
| Subject: | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis | Aktienindex | Stock index | USA | United States | Großbritannien | United Kingdom | Japan | Hongkong | Hong Kong | 1970-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003334985