Modelling financial time series using reflections of copulas (Q2871612)
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scientific article; zbMATH DE number 6243659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling financial time series using reflections of copulas |
scientific article; zbMATH DE number 6243659 |
Statements
8 January 2014
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copula
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tail dependence
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survival copula
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reflections of copulas
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stock index
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returns of index investments
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returns of gold investments
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Modelling financial time series using reflections of copulas (English)
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