A simple graphical method to explore tail-dependence in stock-return pairs

Author: Abberger Klaus  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.15, Iss.1, 2005-01, pp. : 43-51

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract