Commodity and Equity Markets: Some Stylized Facts from a Copula.
Year of publication: |
2013
|
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Authors: | Delatte, A-L. ; Lopez, C. |
Institutions: | Banque de France |
Subject: | copula | commodity market | time varying | tail-dependence | comovement | equity market |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 32 pages |
Classification: | C20 - Econometric Methods: Single Equation Models. General ; G10 - General Financial Markets. General ; F30 - International Finance. General ; Q - Agricultural and Natural Resource Economics |
Source: |
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Commodity and equity markets: Some stylized facts from a copula approach
Delatte, Anne-Laure, (2013)
-
Commodity and Equity Markets: Some Stylized Facts from a Copula Approach
Delatte, Anne-Laure, (2013)
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Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.
Delatte, Anne-Laure, (2012)
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