1455 de Maisonneuve Blvd. W.
Montreal, Quebec H3G 1MB
Concordia University, Quebec - Department of Economics
Copula, measures of vector dependence, financial crises, financial contagion, nonparametric statistics
multivariate distribution, univariate distribution, copula, asset returns
GEL, GARCH, tail trimming, heavy tails, robust inference, efficient moment estimation
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: CAJE.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
This page was processed by aws-apollo4 in 0.204 seconds