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~person:"Fabozzi, Frank"
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Search: subject:"Fractional Gaussian noise"
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Fabozzi, Frank
Bassingthwaighte, James B.
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Aitken, George J.M
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A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence
Sun, Wei
;
Rachev, Svetlozar
;
Fabozzi, Frank
;
Kalev, Petko
- In:
Empirical Economics
36
(
2009
)
1
,
pp. 201-229
Persistent link: https://www.econbiz.de/10005612885
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