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Asymmetric dependence patterns in financial time series
Ammann, Manuel
;
Süss, Stephan
- In:
The European journal of finance
15
(
2009
)
7/8
,
pp. 703-719
Persistent link: https://www.econbiz.de/10003924429
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Models for construction of multivariate dependence - a comparison study
Ammann, Manuel
;
Suss, Stephan
- In:
The European journal of finance
15
(
2009
)
7
,
pp. 639-660
Persistent link: https://www.econbiz.de/10008338405
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