Alcock, Jamie (ed.); Satchell, Stephen (ed.) - 2018
"Asymmetric Dependence (hereafter, AD) is usually thought of as a cross-sectional phenomenon. Andrew Patton describes …"Avoid downturn vulnerability by managing correlation dependency Asymmetric Dependence in Finance examines the risks … with a thorough explanation of the extent and nature of asymmetric dependence in the financial markets, this book delves …