Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling

DOI10.1080/03610918.2021.1884713OpenAlexW3135859056MaRDI QIDQ6171861

Wael Hemrit, Noureddine Benlagha

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1884713

zbMATH Keywords

insurancestock returnsdiversificationdependenceconventionaltime-varying copulasTakaful

Mathematics Subject Classification ID

Statistics (62-XX)

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