IN SEARCH OF HEDGES AND SAFE HAVENS IN GLOBAL FINANCIAL MARKETS
Year of publication: |
2016
|
---|---|
Authors: | Wanat, Stanisław ; Śmiech, Sławomir ; Papież, Monika |
Published in: |
Statistics in Transition New Series. - New York, NY : Exeley, ISSN 2450-0291. - Vol. 17.2016, 3, p. 557-574
|
Publisher: |
New York, NY : Exeley |
Subject: | market regimes | clustering methods | copula | DCC-GARCH |
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