Tail-dependence in stock-return pairs
Ines Fortin, Christoph Kuzmics
| Year of publication: |
2002
|
|---|---|
| Authors: | Fortin, Ines ; Kuzmics, Christoph |
| Publisher: |
Wien : Inst. für Höhere Studien |
| Subject: | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Preiskonvergenz | Price convergence | ARCH-Modell | ARCH model | Schätzung | Estimation | Deutschland | Germany | USA | United States | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Internationaler Kreditmarkt | Portfolio-Investition | Risikomanagement | Value at Risk | Europa | GARCH-Prozess |
| Extent: | 31 S graph. Darst |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 126 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Internetausg.: http://www.ihs.ac.at/publications/eco/es-126.pdf |
| Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C51 - Model Construction and Estimation ; G15 - International Financial Markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001736255