Modeling the leverage effect with copulas and realized volatility
Cathy Ning; Dinghai Xu; Tony S. Wirjanto
| Year of publication: |
2008
|
|---|---|
| Authors: | Ning, Cathy Q. ; Xu, Dinghai ; Wirjanto, Tony S. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 5.2008, 4, p. 221-227
|
| Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility |
| 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/10003786354