Modeling asymmetric volatility clusters using copulas and high frequency data

Cathy Ning, Dinghai Xu, and Tony S. Wirjanto

Year of publication:	2009
Authors:	Ning, Cathy Q. ; Xu, Dinghai ; Wirjanto, Tony S.
Publisher:	Toronto : Ryerson Univ., Dep. of Economics
Subject:	Finanzmarkt \| Financial market \| Kapitaleinkommen \| Capital income \| Volatilität \| Volatility \| Multivariate Verteilung \| Multivariate distribution

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