Title of article
Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
Author/Authors
Oriol Roch، نويسنده , , Antonio Alegre، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
18
From page
1312
To page
1329
Keywords
Bivariate chi-square statistic , Risk managemen , Copulas , Daily equity returns
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
308125
Link To Document