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Asymmetric Dependence Patterns in Financial Time Series

Journal
European Journal of Finance
ISSN
1351-847X
ISSN-Digital
1466-4364
Type
journal article
Date Issued
2009-05-29
Author(s)
Ammann, Manuel  
;
Süss, Stephan  
Abstract
This paper proposes a new copula-based approach to test for asymmetries in the dependence structure of ¯nancial time series. Simply splitting observations into subsamples and comparing conditional correlations leads to spurious results due to the well-known conditioning bias. Our suggested framework is able to circumvent these problems. Applying our test to market data, we statistically con¯rm the widespread notion of signicant asymmetric dependence structures between daily changes of the VIX, VXN, VDAXnew, and VSTOXX volatility indices and their corresponding
equity index returns. A maximum likelihood method is used to perform a likelihood ratio test between the ordinary t-copula and its asymmetric extension. To the best of our knowledge, our study is the ¯rst empirical implementation of the skewed t-copula to generate meta skewed student t-distributions. Its asymmetry leads to signi¯cant improvements in the description of the dependence structure between equity returns and implied volatility changes.

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1310684
Language
English
Keywords
Copulae
Asymmetric Dependence Con-
cepts
HSG Classification
not classified
Refereed
Yes
Publisher
Routledge
Volume
15
Number
7-8
Start page
703
End page
719
Pages
17
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/76061
Subject(s)

economics

Division(s)

SBF - Swiss Institute...

SoF - School of Finan...

Eprints ID
50383
File(s)
Thumbnail Image

open.access

Name

Ammann_Suess_Asymetric Dependence2009.pdf

Size

1.26 MB

Format

Adobe PDF

Checksum (MD5)

5238a4b3a3d7b96abb91c0b2722a200b

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