Measuring financial interdependence in asset returns with an application to euro zone equities
Renée Fry-McKibbin, Cody Yu-Ling Hsiao, Vance L. Martin
| Year of publication: |
2018
|
|---|---|
| Authors: | Fry-McKibbin, Renée ; Hsiao, Cody Yu-Ling ; Martin, Vance |
| Publisher: |
[Canberra] : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
| Subject: | Entropy theory | generalized exponential family | higher order comoment decomposition | independence testing | Theorie | Theory | Entropie | Entropy | Kapitaleinkommen | Capital income | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | CAPM | Dekompositionsverfahren | Decomposition method |
freely available
| Extent: | 1 Online-Ressource (circa 51 Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2018, 5 (January 2018) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012201943