The Copula-GARCH model of conditional dependencies : an international stock market application
Eric Jondeau, Michael Rockinger
| Year of publication: |
2006
|
|---|---|
| Authors: | Jondeau, Eric ; Rockinger, Michael |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 25.2006, 5, p. 827-853
|
| Subject: | ARCH-Modell | ARCH model | Aktienindex | Stock index | Welt | World | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003405036