Modelling co-movements and tail dependency in the international stock market via copulae
Year of publication: |
2010
|
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Authors: | Ignatieva, Katja ; Platen, Eckhard |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 17.2010, 3, p. 261-302
|
Subject: | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Kointegration | Cointegration |
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