Measuring Asset Market Linkages : Nonlinear Dependence and Tail Risk
Year of publication: |
2017
|
---|---|
Authors: | Escanciano, Juan Carlos |
Other Persons: | Hualde, Javier (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Finanzmarkt | Financial market | Risikomanagement | Risk management | Nichtlineare Regression | Nonlinear regression | Finanzkrise | Financial crisis |
Extent: | 1 Online-Ressource (41 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 13, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3088182 [DOI] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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