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Search: subject:"tail dependence structure"
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Multivariate Verteilung
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appreciation
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tail dependence structure
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Adam, Anokye M.
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Dynamic asymmetric
tail
dependence
structure
among multi-asset classes for portfolio management : dynamic skew-t copula approach
Ito, Kakeru
;
Yoshiba, Toshinao
- In:
International review of economics & finance : IREF
97
(
2025
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015324226
Saved in:
2
Copula-based assessment of co-movement and
tail
dependence
structure
among major trading foreign currencies in Ghana
Mensah, Prince Osei
;
Adam, Anokye M.
- In:
Risks
8
(
2020
)
2
,
pp. 1-20
This paper examines the joint movement and
tail
dependence
structure
between the pair of foreign exchange rates (EUR …
Persistent link: https://www.econbiz.de/10013200588
Saved in:
3
Copula-based assessment of co-movement and
tail
dependence
structure
among major trading foreign currencies in Ghana
Mensah, Prince Osei
;
Adam, Anokye M.
- In:
Risks : open access journal
8
(
2020
)
2/55
,
pp. 1-20
This paper examines the joint movement and
tail
dependence
structure
between the pair of foreign exchange rates (EUR …
Persistent link: https://www.econbiz.de/10012292894
Saved in:
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