Estimating non-linear serial and cross-interdependence between financial assets
Marcelo Brutti Righi; Paulo Sergio Ceretta
| Year of publication: |
2013
|
|---|---|
| Authors: | Righi, Marcelo Brutti ; Ceretta, Paulo Sergio |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 3, p. 837-846
|
| Subject: | Risk management | Serial dependence | Cross-interdependence | Copula methods | Risikomanagement | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009708737