Investing Dynamic Dependence Using Copulae
Author:
Publisher
Elsevier BV
Reference26 articles.
1. Stock Return Predictability: Is it There?
2. Copulas for Finance - A Reading Guide and Some Applications
3. Measuring the Dependence between Non-Gaussian Financial Assets Using Copulae: Risk Management, Option Pricing and Default Risk
4. Stock Prices, Earnings, and Expected Dividends
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