A Simple Graphical Method to Explore Tail-Dependence in Stock-Return Pairs

Applied Financial Economics
doi 10.1080/0960310042000280429
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Informa UK Limited

Related search

Tail-Dependence in Stock-Return Pairs

International Journal of Intelligent Systems in Accounting, Finance & Management
2002English

A Simple Method for Causal Analysis of Return on IT Investment

Journal of Healthcare Engineering
BiotechnologySurgeryBiomedical EngineeringHealth Informatics
2011English

Using a Gaussian Graphical Model to Explore Relationships Between Items and Variables in Environmental Psychology Research

Frontiers in Psychology
Psychology
2019English

Tail Dependence of Perturbed Copulas

Journal of Statistical Theory and Applications
2016English

Methods of Tail Dependence Estimation

Water Science and Technology Library
2012English

RIOT -- A Simple Graphical Chip Assembly Tool

1982English

Return Predictability of Stock Price Index in Tehran Stock Exchange

International Letters of Social and Humanistic Sciences
2013English

A Portfolio Diversification Strategy via Tail Dependence Clustering

Advances in Intelligent Systems and Computing
ControlSystems EngineeringComputer Science
2016English

Stock Return Expectations in the Credit Market

International Review of Financial Analysis
EconomicsFinanceEconometrics
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy