An application of Kendall distributions and alternative dependence measures: SPX vs. VIX
| Year of publication: |
2008
|
|---|---|
| Authors: | Fountain, Robert L. ; Herman, John R. ; Rustvold, D.Leif |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 2, p. 469-472
|