Dynamic dependence structure between energy markets and the Italian stock index
Giovanni Masala
| Year of publication: |
2018
|
|---|---|
| Authors: | Masala, Giovanni |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 15.2018, 2, p. 60-67
|
| Subject: | DCC model | dependence structure | dynamic copulas | energy markets | MIB stock market | tail dependence | Energiemarkt | Energy market | Multivariate Verteilung | Multivariate distribution | Italien | Italy | Aktienmarkt | Stock market | Aktienindex | Stock index | ARCH-Modell | ARCH model | Börsenkurs | Share price | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Other identifiers: | 10.21511/imfi.15(2).2018.06 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012055096