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~person:"Betz, Frank"
~person:"Doman, Ryszard"
~source:"repec"
~subject:"Tail dependence"
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Tail dependence
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Betz, Frank
Doman, Ryszard
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Portuguese Economic Journal
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Dynamic linkages between stock markets: the effects of crises and globalization
Doman, Małgorzata
;
Doman, Ryszard
- In:
Portuguese Economic Journal
12
(
2013
)
2
,
pp. 87-112
means of the conditional Spearman’s rho, and dependencies in extremes quantified by the conditional
tail
dependence
…
Persistent link: https://www.econbiz.de/10011002307
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