Estimating non-linear serial and cross-interdependence between financial assets
Year of publication: |
2013
|
---|---|
Authors: | Righi, Marcelo Brutti ; Ceretta, Paulo Sergio |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 3, p. 837-846
|
Subject: | Risk management | Serial dependence | Cross-interdependence | Copula methods | Risikomanagement | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Finanzmarkt | Financial market |
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