Extremal dependence in European capital markets
Year of publication: |
2006
|
---|---|
Authors: | Fernández, Viviana |
Published in: |
Journal of Applied Economics. - Universidad del CEMA, ISSN 1667-6726. - Vol. IX.2006, November, 2, p. 275-293
|
Publisher: |
Universidad del CEMA |
Subject: | extreme-value dependence | DVEC models |
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