Dynamic asymmetric tail dependence structure among multi-asset classes for portfolio management : dynamic skew-t copula approach
Kakeru Ito, Toshinao Yoshiba
| Year of publication: |
2025
|
|---|---|
| Authors: | Ito, Kakeru ; Yoshiba, Toshinao |
| Subject: | Dynamic asymmetric tail dependence structure | Dynamic skew- copula | Multi-asset investment | Portfolio management | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103724 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015324226