Change analysis of a dynamic copula for measuring dependence in multivariate financial data

ISSN： 1469-7688

Source： Quantitative Finance, Vol.10, Iss.4, 2010-04, pp. : 421-430

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

Related content

An empirical analysis of multivariate copula models

By Fischer Matthias Kock Christian Schluter Stephan Weigert Florian

Quantitative Finance, Vol. 9, Iss. 7, 2009-10 ,pp. : 839-854

Routledge Ltd

Access to resources Recommend Favorite

Extreme dependence for multivariate data

By Bosc Damien Galichon Alfred

Quantitative Finance, Vol. 14, Iss. 7, 2014-07 ,pp. : 1187-1199

Routledge Ltd

Access to resources Recommend Favorite

Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets

By Bouye Eric Salmon Mark

The European Journal of Finance, Vol. 15, Iss. 7-8, 2009-10 ,pp. : 721-750

Routledge Ltd

Access to resources Recommend Favorite

Dependence structures for multivariate high-frequency data in finance

By Breymann W. Dias A. Embrechts P.

Quantitative Finance, Vol. 3, Iss. 1, 2003-01 ,pp. : 1-14

Routledge Ltd

Access to resources Recommend Favorite

Measuring the risk of institutional change in European financial markets

By Jiang Wenjiang Wu Zhenyu

Journal of Risk Management in Financial Institutions, Vol. 2, Iss. 4, 2009-01 ,pp. : 343-352

Henry Stewart Publications

Access to resources Recommend Favorite