Tail dependence measure for examining financial extreme co-movements
| Autor: | Asimit, Alexandru V., Gerrard, Russell, Hou, Yanxi, Peng, Liang |
|---|---|
| Zdroj: | In Journal of Econometrics October 2016 194(2):330-348 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Asimit, Alexandru V., Gerrard, Russell, Hou, Yanxi, Peng, Liang |
|---|---|
| Zdroj: | In Journal of Econometrics October 2016 194(2):330-348 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect