Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach

Sim, N.

doi:10.1016/j.irfa.2016.09.004

Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach

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2016

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Sim, N.

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International Review of Financial Analysis, 2016; 48:31-45

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Nicholas Sim

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10.1016/j.irfa.2016.09.004

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https://doi.org/10.1016/j.irfa.2016.09.004

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http://hdl.handle.net/2440/108898

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Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach

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