Overreaction and multiple tail dependence at the high frequency level : the copula rose
Wing Lon Ng
| Year of publication: |
2006
|
|---|---|
| Authors: | Ng, Wing Lon |
| Publisher: |
Berlin : SFB 649, Humboldt-Universität zu Berlin |
| Subject: | Marktanalyse | Überreaktionseffekt | Datenanalyse | Kompassrose |
| Extent: | 23 S. |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2006,086 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004880935