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Copula Dependence Structure on Stock Market with Application to RiskThis is a discussion on Copula Dependence Structure on Stock Market with Application to Risk within the Analytic News Feeds forums, part of the Analytics category; * * Copula Dependence Structure on Stock Market with*Application to Risk Shaoxuan Guan Department of Mathematical Statistics CHALMERS UNIVERSITY OF TECHNOLOGY GOTEBORG UNIVERSITY Goteborg, Sweden 2011 * Abstract Traditionally, ... |
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29th January 2012, 03:55 AM
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| Administrator |  Copula Dependence Structure on Stock Market with Application to Risk * * Copula Dependence Structure on Stock Market with*Application to Risk Shaoxuan Guan Department of Mathematical Statistics CHALMERS UNIVERSITY OF TECHNOLOGY GOTEBORG UNIVERSITY Goteborg, Sweden 2011 * Abstract Traditionally, dependency between stock returns has been expressed by linear correlation and been measured whether they follow the same trend of movement under the assumption of joint elliptical distribution.… More blog entries from AnalyticBridge... |
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