Ng, Wing Lon (contributor) - 2006
-frequency Level —
The Copula Rose
Wing Lon Ng*
* Institute of Econometrics and Economic Statistics,
University of Münster …
I
N
Overreaction and Multiple Tail
Dependence at the High-frequency
Level — The Copula Rose
Wing Lon Ng …, December 2006.
086 "Overreaction and Multiple Tail Dependence at the High-frequency Level
— The Copula Rose" by Wing Lon Ng …