Tail dependence of financial stocks and CDS markets : Evidence using copula methods and simulation-based inference

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Tail dependence of financial stocks and CDS markets ; volume:8 ; number:2014-39
Economics / Journal articles. Journal articles ; 8, Heft 2014-39

Classification: Wirtschaft

Creator: Silva, Paulo Pereira da
Rebelo, Paulo Tomaz
Afonso, Cristina

DOI: 10.5018/economics-ejournal.ja.2014-39

Handle: 10419/104995

URN: urn:nbn:de:101:1-201703094638

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 11:03 AM CEST

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Silva, Paulo Pereira da
Rebelo, Paulo Tomaz
Afonso, Cristina

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Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference

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Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference

Tail dependence of financial stocks and CDS markets : Evidence using copula methods and simulation-based inference

Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference

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Tail dependence in financial markets: A dynamic copula approach

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Multivariate tail copula: modeling and estimation

Copulae and tail dependence

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Pair-copula constructions of multiple dependence

Dependence properties of bivariate copula families

POME-copula for hydrological dependence analysis

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Tail dependence of financial stocks and CDS markets : Evidence using copula methods and simulation-based inference

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Other Objects (12)

Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference

Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference

Tail dependence of financial stocks and CDS markets : Evidence using copula methods and simulation-based inference

Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference

Tail dependence in financial markets: A dynamic copula approach

Overreaction and multiple tail dependence at the high-frequency level: the copula rose

Copula-based dependence measures

Multivariate tail copula: modeling and estimation

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Pair-copula constructions of multiple dependence

Dependence properties of bivariate copula families

POME-copula for hydrological dependence analysis

Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference

Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference

Tail dependence of financial stocks and CDS markets : Evidence using copula methods and simulation-based inference

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Tail dependence in financial markets: A dynamic copula approach

Overreaction and multiple tail dependence at the high-frequency level: the copula rose

Copula-based dependence measures

Multivariate tail copula: modeling and estimation

Copulae and tail dependence

Pair-copula constructions of multiple dependence

Dependence properties of bivariate copula families

POME-copula for hydrological dependence analysis

Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference

Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference

Tail dependence of financial stocks and CDS markets : Evidence using copula methods and simulation-based inference

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Tail dependence in financial markets: A dynamic copula approach

Overreaction and multiple tail dependence at the high-frequency level: the copula rose

Copula-based dependence measures

Multivariate tail copula: modeling and estimation

Copulae and tail dependence

Pair-copula constructions of multiple dependence

Dependence properties of bivariate copula families

POME-copula for hydrological dependence analysis

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