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Journal of empirical finance
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The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-Chiang
;
Liang, Shin-Shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-728
Persistent link: https://www.econbiz.de/10009291030
Saved in:
2
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
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