Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
type: Item
instance of: scholarly article
title: Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
zbMATH Open document ID: 1547.62708
DOI: 10.1080/07350015.2019.1668797
author: J. Carlos Escanciano
author: Javier Hualde
published in: Journal of Business and Economic Statistics
publication date: 2024-10-11T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7925218
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7925218