Asymmetric dependence patterns in financial time series

European Journal of Finance

Volumn 15, Issue 7-8, 2009, Pages 703-719

  Ammann, Manuel ^a   Süss, Stephan ^a  

^a UNIVERSITY OF ST GALLEN   (Switzerland)

Author keywords

Asymmetric dependence concepts; Copulae

Indexed keywords

EID: 77649109711     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470902853368     Document Type: Article

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