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The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach - MaRDI portal

The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach

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Publication:6620912

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DOI10.1080/07350015.2021.1883439zbMath1547.62602MaRDI QIDQ6620912

Jone Ascorbebeitia, Eva Ferreira, Susan Orbe

Publication date: 17 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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