Conditional dependency of financial series : an application of copulas
Year of publication: |
2001
|
---|---|
Authors: | Rockinger, Michael ; Jondeau, Eric |
Publisher: |
Paris |
Subject: | Aktienindex | Stock index | International | ARCH-Modell | ARCH model | USA | United States | EU-Staaten | EU countries | Korrelation | Correlation | 1975-2001 |
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