Conditional Dependency of Financial Series: The Copula-GARCH Model
Year of publication: |
2002-12-01
|
---|---|
Authors: | Jondeau, Eric ; Rockinger, Michael |
Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
Subject: | Aktienindex | GARCH-Prozess | t-Verteilung | Korrelationsanalyse |
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