Publications

Type of Publication: Article in Journal

Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns

Author(s):
M. Wollschläger; R. Schäfer
Title of Journal:
Journal of Risk
Volume (Publication Date):
19 (2016)
Number of Issue:
1
pages:
1-23
Digital Object Identifier (DOI):
doi:10.21314/JOR.2016.342
Link to complete version:
https://arxiv.org/abs/1506.08054
Citation:
LABEL-FOR-eidrisexport