European financial market dependence : an industry analysis
Year of publication: |
October 2015
|
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Authors: | Bartram, Söhnke M. ; Wang, Yaw-Huei |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 59.2015, p. 146-163
|
Subject: | Euro | International finance | Financial markets | Dependence | Copula | GARCH | Finanzmarkt | Financial market | EU-Staaten | EU countries | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Theorie | Theory | Welt | World |
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