Analysis of the depedence of stock risk based on copula theory
Qi Li, Guangming Deng, Xin Tan
| Year of publication: |
2020
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|---|---|
| Authors: | Li, Qi ; Deng, Guangming ; Tan, Xin |
| Published in: |
Inventi impact: emerging economies. - Bhopal : IJPL, ISSN 2249-0949, ZDB-ID 2681333-6. - 2020, 2, p. 99-106
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| Subject: | Stock Risk | Dependence | Copula Function | Multivariate Verteilung | Multivariate distribution | Risiko | Risk | Theorie | Theory | Kapitaleinkommen | Capital income | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012648489