Asymmetric dependence patterns in financial returns : an empirical investigation using local Gaussian correlation
Bård Støve and Dag Tjøstheim
| Year of publication: |
2014
|
|---|---|
| Authors: | Støve, Bård ; Tjostheim, Dag |
| Published in: |
Essays in nonlinear time series econometrics. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-967995-9. - 2014, p. 307-329
|
| Subject: | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Aktienmarkt | Stock market | Korrelation | Correlation | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | 1987-2011 |
| 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/10010385834