Extreme value dependence in financial markets : diagnostics, models, and financial implications
Ser-Huang Poon; Michael Rockinger; Jonathan Twan
| Year of publication: |
2004
|
|---|---|
| Authors: | Poon, Ser-Huang ; Rockinger, Michael ; Twan, Jonathan |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 17.2004, 2, p. 581-610
|
| Subject: | CAPM | Portfolio-Management | Portfolio selection | Risiko | Risk | Finanzkrise | Financial crisis | Aktienindex | Stock index | Kapitaleinkommen | Capital income | USA | United States | Japan | Deutschland | Germany | Frankreich | France | Großbritannien | United Kingdom | 1968-2001 |
| Extent: | graph. Darst |
|---|---|
| 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/10002028108