Extreme Dependence In The Nasdaq And S&P Composite Indexes
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More about this item
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-09-23 (All new papers)
- NEP-ETS-2006-09-23 (Econometric Time Series)
- NEP-FIN-2006-09-23 (Finance)
- NEP-FMK-2006-09-23 (Financial Markets)
- NEP-RMG-2006-09-23 (Risk Management)
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