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Spillover effects and conditional dependence
Ané, Thierry; Labidi, Chiraz - In: International review of economics & finance : IREF 15 (2006) 4, pp. 417-442
Persistent link: https://www.econbiz.de/10003392494
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Dependence structure and risk measure
Ané, Thierry; Kharoubi, Cécile - In: The journal of business : B 76 (2003) 3, pp. 411-438
Persistent link: https://www.econbiz.de/10001826337