Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market |
scientific article; zbMATH DE number 5540494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market |
scientific article; zbMATH DE number 5540494 |
Statements
Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (English)
0 references
6 April 2009
0 references
copulas
0 references
daily equity returns
0 references
bivariate chi-square statistic
0 references
risk management
0 references
0 references
0 references
0 references
