An application of Kendall distributions and alternative dependence measures: SPX vs. VIX (Q998257)
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scientific article; zbMATH DE number 5499573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of Kendall distributions and alternative dependence measures: SPX vs. VIX |
scientific article; zbMATH DE number 5499573 |
Statements
An application of Kendall distributions and alternative dependence measures: SPX vs. VIX (English)
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28 January 2009
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Kendall distributions
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dependence measures
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copulas
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