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"Testing the bivariate distribution of daily equity returns using copulas. ..."

Oriol Roch, Antonio Alegre (2006)

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DOI: 10.1016/J.CSDA.2005.11.007

access: closed

type: Journal Article

metadata version: 2020-02-18

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Oriol Roch, Antonio Alegre:
Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market. Comput. Stat. Data Anal. 51(2): 1312-1329 (2006)

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