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Type: Journal article
Title: Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
Author: Sim, N.
Citation: International Review of Financial Analysis, 2016; 48:31-45
Publisher: Elsevier
Issue Date: 2016
ISSN: 1057-5219
Statement of
Nicholas Sim
Abstract: Abstract not available
Keywords: Asset returns; Australia; copula; correlation; quantile regression
Rights: © 2016 Elsevier Inc. All rights reserved.
DOI: 10.1016/j.irfa.2016.09.004
Appears in Collections:Aurora harvest 3
Economics publications

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