Extremal dependence in European capital markets

Journal of Applied Economics

Volumn 9, Issue 2, 2006, Pages 275-293

  Fernandez, Viviana ^a  

^a UNIVERSITY OF CHILE   (Chile)

Author keywords

DVEC models; Extreme value dependence

Indexed keywords

EID: 34948822319     PISSN: 15140326     EISSN: 16676726     Source Type: Journal    
DOI: 10.1080/15140326.2006.12040648     Document Type: Article

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