Conditional dependency of financial series : an application of copulas

Michael Rockinger ; Eric Jondeau

Year of publication:	2001
Authors:	Rockinger, Michael ; Jondeau, Eric
Publisher:	Paris [u.a.] : Chambre de Commerce et d'Industrie de Paris
Subject:	Aktienindex \| Stock index \| Wechselkurs \| Exchange rate \| ARCH-Modell \| ARCH model \| Marktintegration \| Market integration \| Welt \| World \| Theorie \| Theory

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