scientific article

zbMath1278.91189MaRDI QIDQ2871612

Magda Komorníková, Jozef Komorník

Publication date: 8 January 2014

Full work available at URL: http://www.kybernetika.cz/content/2013/3/487

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

copulatail dependencestock indexsurvival copulareflections of copulasreturns of gold investmentsreturns of index investments

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

Related Items (1)

Dependence measures for perturbations of copulas

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