مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market

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 :

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 :