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Search: subject:"Quantile-copula"
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Multivariate Verteilung
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Quantile-copula
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Agbeyegbe, Terence D.
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Kim, Jong-Min
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Review of financial economics : RFE
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
A
quantile-copula
approach to dependence between financial assets
Kim, Jong-Min
;
Tabacu, Lucia
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
Saved in:
2
An inverted U-shaped crude oil price return-implied volatility relationship
Agbeyegbe, Terence D.
- In:
Review of financial economics : RFE
27
(
2015
),
pp. 28-45
Persistent link: https://www.econbiz.de/10011498314
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