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Asymmetry in tail dependence in equity portfolios:
Jondeau, Eric
Computational Statistics & Data Analysis. 100 (2016) - p. 351-368 , 2016
Link:
https://doi.org/10.1016/j.csda.2015.02.014
RT Journal T1 <Title>Asymmetry in tail dependence in equity portfolios</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.csda.2015.02.014&Exemplar=1&LAN=DE A1 Jondeau, Eric PB Elsevier BV YR 2016 SN 0167-9473 JF Computational Statistics & Data Analysis VO 100 SP 351 OP 368 LK http://dx.doi.org/https://doi.org/10.1016/j.csda.2015.02.014 DO https://doi.org/10.1016/j.csda.2015.02.014 SF ELIB - SuUB Bremen
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