Time series and copula dependency analysis for eurozone sovereign bond returns
Year of publication: |
2014
|
---|---|
Authors: | Tsuchida, Naoshi ; Giacometti, Rosella ; Fabozzi, Frank J. ; Kim, Young Shin ; Frey, Robert J. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 24.2014, 1, p. 75-87
|
Subject: | Zeitreihenanalyse | Time series analysis | Öffentliche Anleihe | Public bond | Multivariate Verteilung | Multivariate distribution | Eurozone | Euro area | EU-Staaten | EU countries | Kapitaleinkommen | Capital income |
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