Tail dependence and diversification benefits in emerging market stocks : an extreme value theory approach
Ibrahim Ergen
| Year of publication: |
2014
|
|---|---|
| Authors: | Ergen, Ibrahim |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 19/21, p. 2215-2227
|
| Subject: | tail dependence | diversification benefits | emerging markets | extreme value theory | Schwellenländer | Emerging economies | Ausreißer | Outliers | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income |
| 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/10010417299