A copula approach on the dynamics of statistical dependencies in the US stock market
Year of publication: |
2011
|
---|---|
Authors: | Münnix, Michael C. ; Schäfer, Rudi |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 390.2011, 23, p. 4251-4259
|
Publisher: |
Elsevier |
Subject: | Financial correlations | Statistical dependencies | Copula | Market dynamics |
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