University of St.Gallen
research platform alexandria
search publications
browse publications
per persona
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
 
per anno

Realized Copula

Matthias Fengler & Ostap Okhrin

fulltext etc. no fulltext attached
versione breve http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2065754
   
tipo bozza lavoro (English)
   
parole chiave
   
progetto Analysis and models of cross asset dependency structures in high-frequency data
data di apparenza 2012
Editore 2012-14, VWA Discussion Papers Series, HSG St. Gallen
review not review
   
citation Fengler, M., & Okhrin, O. (2012). Realized Copula: 2012-14, VWA Discussion Papers Series, HSG St. Gallen.