Time series and copula dependency analysis for eurozone sovereign bond returns
Naoshi Tsuchida,Rosella Giacometti, Frank J. Fabozzi, Young Shin Kim, and Robert J. Frey
| Year of publication: |
2014
|
|---|---|
| Authors: | Tsuchida, Naoshi ; Giacometti, Rosella ; Fabozzi, Frank J. ; Kim, Young Shin ; Frey, Robert J. |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 24.2014, 1, p. 75-87
|
| Subject: | Öffentliche Anleihe | Public bond | Zeitreihenanalyse | Time series analysis | Multivariate Verteilung | Multivariate distribution | Eurozone | Euro area | EU-Staaten | EU countries | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Anleihe | Bond |
| 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/10011293042