Vine copula approach to the intra-sectoral dependence analysis in the technology industry
Barbara Čeryová, Peter Árendáš
| Year of publication: |
2024
|
|---|---|
| Authors: | Čeryová, Barbara ; Árendáš, Peter |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104889, p. 1-8
|
| Subject: | Dependence modeling | Technology | Vine copula |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104889 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490244