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Multivariate Verteilung
35
Multivariate distribution
35
Time-varying copula
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time-varying copula
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ECONIS (ZBW)
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EconStor
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61
Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae
Ignatieva, Katja
;
Platen, Eckhard
- In:
Asia-Pacific Financial Markets
17
(
2010
)
3
,
pp. 261-302
Persistent link: https://www.econbiz.de/10008678550
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