Gurgul, Henryk; Syrek, Robert - In: Managerial Economics 15 (2014) 2, pp. 149-164
the dependence of subindexes under study. The results confirm the leading role of the banking sector in the Polish economy …. The dependence structure of the WIG-banking subindex and other subindexes is, in general, asymmetrical. The links between … suggests the usefulness of Regular Vine Copulas in analyzing dependence structures of a number of financial time series. …