Asymmetric extreme interdependence in emerging equity markets

Applied Stochastic Models in Business and Industry

Volumn 21, Issue 6, 2005, Pages 483-498

  De Melo Mendes, Beatriz Vaz ^a,b  

^a FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^b NONE   (Brazil)

Author keywords

Asymmetry; Copulas; Extreme events; Non exchangeability; Tail dependence

Indexed keywords

FINANCE; MARKETING;

ASYMMETRY; COPULAS; EXTREME EVENTS; TAIL DEPENDENCE;

INDUSTRIAL MANAGEMENT;

EID: 30844459049     PISSN: 15241904     EISSN: 15264025     Source Type: Journal    
DOI: 10.1002/asmb.602     Document Type: Article

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