A new class of tail-dependent time-series models and its applications in financial time series
Zhengjun Zhang
| Year of publication: |
2006
|
|---|---|
| Authors: | Zhang, Zhengjun |
| Published in: |
Econometric analysis of financial and economic time series ; part B ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1273-4. - 2006, p. 317-352
|
| Subject: | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Theorie | Theory | USA | United States | 1962-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003350123