Copula approach to market volatility and technology stocks dependence
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DOI: 10.1016/j.frl.2022.103553
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Cited by:
- Ardakani, Omid M. & Ajina, Rawan, 2024. "Tail risks in household finance," Finance Research Letters, Elsevier, vol. 69(PA).
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More about this item
Keywords
Copula; Market volatility; Technology; Stock returns;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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