Title of article
The Copula-GARCH model of conditional dependencies: An international stock market application
Author/Authors
Eric Jondeau، نويسنده , , Michael Rockinger، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
27
From page
827
To page
853
Keywords
Dependency , Stock indices , International correlation , GARCH model , Copula Function , Skewed Student-t distribution
Journal title
Journal of International Money and Finance
Serial Year
2006
Journal title
Journal of International Money and Finance
Record number
191540
Link To Document