Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423)
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scientific article; zbMATH DE number 6368782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysing financial contagion and asymmetric market dependence with volatility indices via copulas |
scientific article; zbMATH DE number 6368782 |
Statements
Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (English)
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12 November 2014
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financial contagion
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asymmetric dependence
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financial crisis
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dynamic mixed copula
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volatility index
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