Copula-based measures of dependence structure in assets returns
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- Fernandez, Viviana, 2008. "Copula-based measures of dependence structure in assets returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(14), pages 3615-3628.
References listed on IDEAS
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-04-21 (All new papers)
- NEP-CMP-2007-04-21 (Computational Economics)
- NEP-ECM-2007-04-21 (Econometrics)
- NEP-FMK-2007-04-21 (Financial Markets)
- NEP-RMG-2007-04-21 (Risk Management)
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