Title of article :
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management
Author/Authors :
Richard D. F. Harris، نويسنده , , C. Coskun Küçük?zmen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Keywords :
Conditional return distribution , Risk management , Nonlinear dependence , Value-at-Risk , Istanbul Stock Exchange
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
